+251.7%
BAC vs RGEN
+508.6%
-257.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.9% | +1.8% |
| 7D | +2.0% | +3.5% | -1.5% | +1.4% |
| 30D | -6.9% | +2.9% | -9.9% | -7.5% |
| 3M | -19.6% | +9.2% | -28.7% | -21.1% |
| 6M | -0.5% | +44.9% | -45.4% | -7.3% |
| YTD | -6.6% | +9.2% | -15.8% | -9.3% |
| 1Y | -3.0% | +25.3% | -28.2% | -7.9% |
| 3Y | +97.3% | +21.7% | +75.6% | +81.9% |
| 5Y | +21.9% | -34.5% | +56.4% | +18.6% |
| 10Y | +251.7% | +478.9% | -227.2% | +101.9% |
| All | +251.7% | +508.6% | -257.0% | +101.9% |
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