+23.4%
BA vs RGEN
+411.3%
-387.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.1% |
| 7D | -0.6% | -1.2% | +0.6% | -0.4% |
| 30D | -8.0% | -5.1% | -2.9% | -7.3% |
| 3M | -25.8% | +0.5% | -26.3% | -26.3% |
| 6M | -27.6% | +46.6% | -74.2% | -32.9% |
| YTD | -21.0% | +1.6% | -22.6% | -22.5% |
| 1Y | -12.3% | +5.4% | -17.6% | -14.5% |
| 3Y | -12.8% | +12.8% | -25.6% | -18.9% |
| 5Y | -22.4% | -35.6% | +13.2% | -24.9% |
| All | +23.4% | +411.3% | -387.9% | -19.0% |
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 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