+31.8%
BA vs RGEN
+527.2%
-495.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | 0.0% |
| 7D | +1.1% | -1.9% | +3.0% | +1.4% |
| 30D | -7.9% | +3.7% | -11.7% | -8.6% |
| 3M | -25.3% | +8.8% | -34.1% | -26.9% |
| 6M | -24.6% | +38.0% | -62.5% | -29.4% |
| YTD | -20.1% | +5.9% | -26.0% | -22.2% |
| 1Y | -11.8% | +19.7% | -31.4% | -15.9% |
| 3Y | -10.1% | +20.5% | -30.7% | -17.3% |
| 5Y | -22.7% | -35.0% | +12.2% | -25.4% |
| All | +31.8% | +527.2% | -495.5% | -16.3% |
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 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