-24.3%
BB vs RGEN
-42.7%
+18.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.7% | +2.0% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | -12.4% | +2.8% | -15.2% | -13.3% |
| 3M | -15.3% | +34.5% | -49.8% | -24.7% |
| 6M | +128.8% | +40.5% | +88.3% | +97.9% |
| YTD | +107.7% | +2.8% | +104.8% | +101.0% |
| 1Y | +103.9% | +39.6% | +64.3% | +73.7% |
| 3Y | +72.6% | +4.4% | +68.2% | +55.1% |
| 5Y | -24.3% | -42.8% | +18.5% | -21.3% |
| All | -24.3% | -42.7% | +18.5% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling