+138.6%
EWJ vs RGEN
+12,102.9%
-11,964.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.3% |
| 7D | +4.0% | -3.3% | +7.3% | +4.1% |
| 30D | -4.3% | -5.8% | +1.6% | -4.0% |
| 3M | -6.8% | +0.2% | -7.0% | -6.9% |
| 6M | -0.9% | +56.8% | -57.7% | -3.0% |
| YTD | +14.3% | +2.4% | +11.9% | +13.8% |
| 1Y | +15.3% | +11.4% | +3.9% | +14.4% |
| 3Y | +65.6% | +15.2% | +50.5% | +62.8% |
| 5Y | +47.5% | -35.1% | +82.6% | +46.7% |
| 10Y | +126.2% | +419.6% | -293.4% | +108.4% |
| All | +138.6% | +12,102.9% | -11,964.3% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling