+55.3%
BE vs RGEN
+19.5%
+35.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.3% | -6.4% |
| 7D | -12.1% | -3.5% | -8.6% | -11.4% |
| 30D | -30.1% | -6.0% | -24.1% | -29.4% |
| 3M | -12.1% | +19.0% | -31.1% | -15.8% |
| 6M | -30.6% | +50.7% | -81.3% | -41.1% |
| YTD | +130.6% | +8.8% | +121.9% | +143.9% |
| 1Y | +55.3% | +21.3% | +34.0% | +50.7% |
| All | +55.3% | +19.5% | +35.7% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling