+13.1%
BLK vs RGEN
+39.8%
-26.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | -0.1% | -1.8% |
| 7D | -2.7% | -4.6% | +1.9% | -2.0% |
| 30D | -4.8% | +1.2% | -5.9% | -5.0% |
| 3M | +6.5% | +26.8% | -20.4% | +2.6% |
| 6M | +13.1% | +29.1% | -15.9% | +9.3% |
| All | +13.1% | +39.8% | -26.7% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling