+532.2%
BE vs RGEN
-35.5%
+567.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.2% |
| 7D | +10.8% | -3.3% | +14.1% | +12.5% |
| 30D | -19.8% | -5.8% | -13.9% | -17.1% |
| 3M | -18.7% | +0.2% | -18.9% | -19.2% |
| 6M | -33.7% | +56.8% | -90.5% | -47.4% |
| YTD | +121.0% | +2.4% | +118.6% | +111.6% |
| 1Y | +85.4% | +11.4% | +74.0% | +71.0% |
| 3Y | +1,709.5% | +15.2% | +1,694.4% | +1,405.0% |
| All | +532.2% | -35.5% | +567.6% | +513.4% |
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