+1,250.3%
EWY vs RGEN
+2,650.8%
-1,400.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.7% |
| 7D | +6.7% | -4.6% | +11.2% | +7.2% |
| 30D | +17.0% | +1.2% | +15.8% | +16.8% |
| 3M | +3.7% | +26.8% | -23.2% | +0.6% |
| 6M | +42.5% | +29.1% | +13.4% | +37.8% |
| YTD | +96.2% | +0.7% | +95.5% | +95.0% |
| 1Y | +160.4% | +39.1% | +121.3% | +149.1% |
| 3Y | +231.7% | +2.2% | +229.4% | +221.0% |
| 5Y | +153.3% | -44.0% | +197.3% | +155.2% |
| 10Y | +308.8% | +412.7% | -103.9% | +223.4% |
| All | +1,250.3% | +2,650.8% | -1,400.5% | +649.3% |
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 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