+49.2%
EWJ vs RGEN
-44.2%
+93.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.5% | -2.9% | +1.4% | -1.1% |
| 30D | +0.2% | -0.1% | +0.2% | +0.1% |
| 3M | +8.6% | +25.9% | -17.3% | +4.9% |
| 6M | +12.1% | +35.2% | -23.1% | +6.9% |
| YTD | +20.1% | +0.5% | +19.6% | +18.9% |
| 1Y | +25.2% | +37.0% | -11.8% | +18.6% |
| 3Y | +70.8% | +2.0% | +68.7% | +63.4% |
| 5Y | +49.2% | -44.2% | +93.4% | +43.1% |
| All | +49.2% | -44.2% | +93.4% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling