+87.4%
BAC vs RGEN
+15.5%
+71.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.1% |
| 7D | -1.2% | -1.9% | +0.8% | -0.9% |
| 30D | -7.7% | +3.7% | -11.4% | -8.2% |
| 3M | -21.2% | +8.8% | -30.0% | -22.6% |
| 6M | -6.8% | +38.0% | -44.8% | -12.4% |
| YTD | -8.7% | +5.9% | -14.6% | -10.8% |
| 1Y | -5.3% | +19.7% | -25.0% | -9.2% |
| 3Y | +87.4% | +20.5% | +66.9% | +70.3% |
| All | +87.4% | +15.5% | +71.9% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling