+55.0%
EWZ vs RGEN
-42.4%
+97.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +6.5% | -4.9% | +11.4% | +7.1% |
| 30D | +4.8% | +5.7% | -0.8% | +4.0% |
| 3M | +9.9% | +32.4% | -22.5% | +5.6% |
| 6M | +1.9% | +33.2% | -31.2% | -2.5% |
| YTD | +20.3% | +2.3% | +18.0% | +18.8% |
| 1Y | +35.6% | +39.0% | -3.4% | +28.5% |
| 3Y | +43.4% | -4.6% | +48.1% | +38.6% |
| All | +55.0% | -42.4% | +97.4% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling