+69.8%
EWJ vs RGEN
+2.1%
+67.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | +1.0% | -4.6% | +5.6% | +1.6% |
| 30D | +1.0% | +1.2% | -0.2% | +0.8% |
| 3M | +7.2% | +26.8% | -19.6% | +3.5% |
| 6M | +13.9% | +29.1% | -15.2% | +9.2% |
| YTD | +20.8% | +0.7% | +20.1% | +19.5% |
| 1Y | +26.4% | +39.1% | -12.7% | +19.5% |
| All | +69.8% | +2.1% | +67.7% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling