+1,821.9%
BA vs RGEN
+1,576.0%
+245.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +1.2% | -4.9% | +6.1% | +1.4% |
| 30D | -11.6% | +5.7% | -17.3% | -11.9% |
| 3M | -2.4% | +32.4% | -34.8% | -3.6% |
| 6M | -6.6% | +33.2% | -39.8% | -7.9% |
| YTD | -2.2% | +2.3% | -4.5% | -2.6% |
| 1Y | -8.0% | +39.0% | -47.0% | -9.5% |
| 3Y | -5.0% | -4.6% | -0.4% | -5.8% |
| 5Y | -2.7% | -42.7% | +40.0% | -2.6% |
| 10Y | +75.9% | +433.6% | -357.7% | +63.1% |
| All | +1,821.9% | +1,576.0% | +245.9% | +1,391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling