+30.7%
BIL vs RGEN
+4,465.5%
-4,434.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | 0.0% |
| 7D | -0.3% | -1.9% | +1.7% | -0.3% |
| 30D | 0.0% | +3.7% | -3.7% | 0.0% |
| 3M | +0.6% | +8.8% | -8.2% | +0.6% |
| 6M | +1.5% | +38.0% | -36.4% | +1.5% |
| YTD | +2.8% | +5.9% | -3.1% | +2.8% |
| 1Y | +3.3% | +19.7% | -16.3% | +3.4% |
| 3Y | +13.5% | +20.5% | -7.0% | +13.5% |
| 5Y | +19.8% | -35.0% | +54.8% | +19.8% |
| 10Y | +25.6% | +540.9% | -515.3% | +25.7% |
| All | +30.7% | +4,465.5% | -4,434.8% | +31.2% |
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