+28.1%
BA vs RGEN
+508.6%
-480.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.1% |
| 7D | -1.7% | +3.5% | -5.2% | -2.3% |
| 30D | -9.5% | +2.9% | -12.4% | -10.0% |
| 3M | -26.5% | +9.2% | -35.6% | -28.0% |
| 6M | -27.4% | +44.9% | -72.3% | -32.6% |
| YTD | -20.6% | +9.2% | -29.8% | -23.0% |
| 1Y | -11.4% | +25.3% | -36.7% | -16.3% |
| 3Y | -10.8% | +21.7% | -32.6% | -18.1% |
| 5Y | -21.9% | -34.5% | +12.6% | -24.8% |
| 10Y | +28.1% | +478.9% | -450.8% | -17.1% |
| All | +28.1% | +508.6% | -480.5% | -17.1% |
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