+910.6%
EWY vs RGEN
+2,696.5%
-1,785.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +4.2% | -3.3% | +7.5% | +4.6% |
| 30D | -10.7% | -5.8% | -4.8% | -10.0% |
| 3M | -20.1% | +0.2% | -20.2% | -20.1% |
| 6M | -24.3% | +56.8% | -81.1% | -28.4% |
| YTD | +46.9% | +2.4% | +44.5% | +45.6% |
| 1Y | +55.2% | +11.4% | +43.7% | +52.3% |
| 3Y | +157.0% | +15.2% | +141.8% | +146.3% |
| 5Y | +98.9% | -35.1% | +134.0% | +97.6% |
| 10Y | +226.3% | +419.6% | -193.3% | +157.9% |
| All | +910.6% | +2,696.5% | -1,785.9% | +459.5% |
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