-11.8%
BA vs RGEN
+19.4%
-31.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.1% |
| 7D | +1.1% | -1.9% | +3.0% | +1.3% |
| 30D | -7.9% | +3.7% | -11.7% | -8.5% |
| 3M | -25.3% | +8.8% | -34.1% | -27.1% |
| 6M | -24.6% | +38.0% | -62.5% | -29.5% |
| YTD | -20.1% | +5.9% | -26.0% | -25.0% |
| 1Y | -11.8% | +19.7% | -31.4% | -17.3% |
| All | -11.8% | +19.4% | -31.1% | -17.3% |
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 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