-11.2%
BA vs RGEN
+19.7%
-30.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.0% |
| 7D | 0.0% | -2.4% | +2.4% | +0.4% |
| 30D | -8.9% | +0.1% | -9.0% | -9.0% |
| 3M | -25.5% | +6.6% | -32.1% | -27.1% |
| 6M | -27.0% | +40.9% | -67.9% | -32.0% |
| YTD | -20.1% | +6.2% | -26.3% | -25.1% |
| All | -11.2% | +19.7% | -30.9% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling