-2.8%
BLK vs RGEN
+38.7%
-41.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.3% | -1.4% | -1.9% | -3.1% |
| 30D | -6.5% | -0.3% | -6.2% | -6.6% |
| 3M | +6.7% | +23.9% | -17.1% | +3.1% |
| 6M | +14.7% | +38.5% | -23.8% | +8.3% |
| YTD | +2.5% | +0.8% | +1.7% | -0.1% |
| 1Y | -2.8% | +38.2% | -41.0% | -2.9% |
| All | -2.8% | +38.7% | -41.5% | -2.9% |
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