+226.4%
EWY vs RGEN
+2.1%
+224.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.8% |
| 7D | +6.7% | -4.6% | +11.2% | +7.6% |
| 30D | +17.0% | +1.2% | +15.8% | +16.7% |
| 3M | +3.7% | +26.8% | -23.2% | -1.3% |
| 6M | +42.5% | +29.1% | +13.4% | +34.6% |
| YTD | +96.2% | +0.7% | +95.5% | +92.7% |
| 1Y | +160.4% | +39.1% | +121.3% | +142.3% |
| All | +226.4% | +2.1% | +224.3% | +228.7% |
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