+67.0%
EWZ vs RGEN
+450.6%
-383.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +0.6% | -3.1% | +3.7% | +1.1% |
| 30D | -25.5% | +0.1% | -25.6% | -25.7% |
| 3M | -4.5% | +4.8% | -9.3% | -5.7% |
| 6M | -15.3% | +48.9% | -64.2% | -21.4% |
| YTD | +3.1% | +5.3% | -2.3% | +0.7% |
| 1Y | +1.2% | +12.5% | -11.3% | -2.2% |
| 3Y | +19.3% | +17.0% | +2.3% | +10.3% |
| 5Y | +52.3% | -35.4% | +87.6% | +49.5% |
| 10Y | +67.0% | +434.6% | -367.6% | +5.4% |
| All | +67.0% | +450.6% | -383.6% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling