+12,790.5%
BLK vs RGEN
+5,640.9%
+7,149.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | -0.1% | -1.9% |
| 7D | -2.7% | -4.6% | +1.9% | -2.2% |
| 30D | -4.8% | +1.2% | -5.9% | -4.9% |
| 3M | +6.5% | +26.8% | -20.4% | +3.5% |
| 6M | +13.2% | +29.1% | -15.9% | +9.5% |
| YTD | +1.8% | +0.7% | +1.1% | +1.1% |
| 1Y | -1.0% | +39.1% | -40.0% | -5.3% |
| 3Y | +66.0% | +2.2% | +63.7% | +60.9% |
| 5Y | +31.2% | -44.0% | +75.2% | +32.4% |
| 10Y | +278.5% | +412.7% | -134.2% | +207.5% |
| All | +12,790.5% | +5,640.9% | +7,149.6% | +7,373.2% |
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