+141.9%
EWJ vs RGEN
+415.7%
-273.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +0.3% | -1.4% | +1.7% | +0.5% |
| 30D | +0.8% | -0.3% | +1.1% | +0.7% |
| 3M | +7.5% | +23.9% | -16.4% | +4.1% |
| 6M | +15.6% | +38.5% | -22.9% | +9.9% |
| YTD | +22.7% | +0.8% | +21.9% | +21.5% |
| 1Y | +26.4% | +38.2% | -11.8% | +19.7% |
| 3Y | +72.5% | +1.3% | +71.2% | +65.3% |
| 5Y | +52.4% | -44.0% | +96.5% | +52.0% |
| All | +141.9% | +415.7% | -273.8% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling