+5,131.2%
BEN vs RGEN
+1,639.8%
+3,491.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +3.9% | +1.3% |
| 7D | +12.1% | -2.4% | +14.6% | +12.3% |
| 30D | +13.4% | +0.1% | +13.3% | +13.4% |
| 3M | +9.4% | +6.6% | +2.7% | +8.8% |
| 6M | +19.3% | +40.9% | -21.7% | +16.2% |
| YTD | +57.3% | +6.2% | +51.1% | +55.9% |
| 1Y | +69.1% | +19.4% | +49.7% | +66.4% |
| 3Y | +85.6% | +17.9% | +67.7% | +80.9% |
| 5Y | +32.9% | -34.0% | +67.0% | +32.4% |
| 10Y | +58.3% | +453.9% | -395.6% | +38.6% |
| All | +5,131.2% | +1,639.8% | +3,491.4% | +3,139.6% |
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