+349.8%
EWZ vs RGEN
+2,175.3%
-1,825.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.4% |
| 7D | -1.5% | -1.9% | +0.5% | -1.3% |
| 30D | -24.5% | +3.7% | -28.3% | -25.0% |
| 3M | -10.7% | +8.8% | -19.5% | -11.8% |
| 6M | -19.1% | +38.0% | -57.0% | -22.4% |
| YTD | +1.6% | +5.9% | -4.3% | +0.1% |
| 1Y | +4.3% | +19.7% | -15.4% | +1.3% |
| 3Y | +19.0% | +20.5% | -1.6% | +12.8% |
| 5Y | +57.7% | -35.0% | +92.7% | +55.3% |
| 10Y | +51.3% | +540.9% | -489.6% | +14.9% |
| All | +349.8% | +2,175.3% | -1,825.4% | +169.3% |
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