+237.7%
BAC vs RGEN
+457.6%
-219.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.7% |
| 7D | +2.1% | -2.4% | +4.5% | +2.4% |
| 30D | -6.7% | +0.1% | -6.8% | -6.8% |
| 3M | -20.2% | +6.6% | -26.9% | -21.5% |
| 6M | -0.2% | +40.9% | -41.1% | -6.6% |
| YTD | -6.4% | +6.2% | -12.6% | -8.6% |
| 1Y | -3.1% | +19.4% | -22.5% | -7.3% |
| 3Y | +96.7% | +17.9% | +78.8% | +82.3% |
| 5Y | +21.3% | -34.0% | +55.3% | +17.8% |
| 10Y | +237.7% | +453.9% | -216.2% | +96.6% |
| All | +237.7% | +457.6% | -219.9% | +96.6% |
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