+18.2%
EWJ vs RGEN
+19.5%
-1.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.2% | -3.5% | +2.3% | -0.8% |
| 30D | -5.5% | -6.0% | +0.5% | -4.9% |
| 3M | -0.8% | +19.0% | -19.8% | -3.3% |
| 6M | +7.1% | +50.7% | -43.7% | 0.0% |
| YTD | +16.9% | +8.8% | +8.1% | +14.5% |
| 1Y | +18.2% | +21.3% | -3.1% | +12.9% |
| All | +18.2% | +19.5% | -1.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling