+1,064.4%
BAC vs RGEN
+1,634.9%
-570.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.9% |
| 7D | -1.2% | -1.9% | +0.8% | -1.1% |
| 30D | -7.7% | +3.7% | -11.4% | -7.9% |
| 3M | -21.2% | +8.8% | -30.0% | -21.7% |
| 6M | -6.8% | +38.0% | -44.8% | -8.8% |
| YTD | -8.7% | +5.9% | -14.6% | -9.4% |
| 1Y | -5.3% | +19.7% | -25.0% | -6.7% |
| 3Y | +87.4% | +20.5% | +66.9% | +82.7% |
| 5Y | +18.9% | -35.0% | +53.9% | +18.3% |
| 10Y | +273.3% | +540.9% | -267.6% | +227.2% |
| All | +1,064.4% | +1,634.9% | -570.5% | +765.8% |
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