+155.6%
EWJ vs RGEN
+12,089.1%
-11,933.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | +2.5% | -4.9% | +7.4% | +2.7% |
| 30D | +3.3% | +5.7% | -2.4% | +3.0% |
| 3M | +5.0% | +32.4% | -27.5% | +3.6% |
| 6M | +11.5% | +33.2% | -21.6% | +10.0% |
| YTD | +22.4% | +2.3% | +20.1% | +21.9% |
| 1Y | +30.2% | +39.0% | -8.8% | +28.0% |
| 3Y | +72.8% | -4.6% | +77.4% | +71.0% |
| 5Y | +54.1% | -42.7% | +96.8% | +54.0% |
| 10Y | +140.6% | +433.6% | -293.0% | +121.6% |
| All | +155.6% | +12,089.1% | -11,933.5% | +116.0% |
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 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