+432.5%
EWZ vs RGEN
+2,098.0%
-1,665.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | +9.9% | +32.4% | -22.5% | +6.2% |
| 6M | +1.9% | +33.2% | -31.2% | -1.8% |
| YTD | +20.3% | +2.3% | +18.0% | +19.2% |
| 1Y | +35.6% | +39.0% | -3.4% | +29.6% |
| 3Y | +43.4% | -4.6% | +48.1% | +39.4% |
| 5Y | +55.9% | -42.7% | +98.6% | +55.8% |
| 10Y | +84.2% | +433.6% | -349.4% | +42.7% |
| All | +432.5% | +2,098.0% | -1,665.5% | +220.8% |
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 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