+2.7%
EWZ vs RGEN
+20.5%
-17.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.0% |
| 7D | +1.3% | -2.4% | +3.7% | +1.7% |
| 30D | -26.2% | +0.1% | -26.2% | -26.4% |
| 3M | -8.6% | +6.6% | -15.3% | -10.2% |
| 6M | -17.0% | +40.9% | -58.0% | -23.0% |
| YTD | +2.2% | +6.2% | -4.0% | -1.1% |
| 1Y | +2.7% | +19.4% | -16.8% | -2.8% |
| All | +2.7% | +20.5% | -17.8% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling