+157.0%
EWY vs RGEN
+15.2%
+141.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +4.2% | -3.3% | +7.5% | +5.0% |
| 30D | -10.7% | -5.8% | -4.8% | -9.3% |
| 3M | -20.1% | +0.2% | -20.2% | -20.1% |
| 6M | -24.3% | +56.8% | -81.1% | -31.4% |
| YTD | +46.9% | +2.4% | +44.5% | +43.5% |
| 1Y | +55.2% | +11.4% | +43.7% | +49.2% |
| 3Y | +157.0% | +15.2% | +141.8% | +136.3% |
| All | +157.0% | +15.2% | +141.8% | +136.3% |
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