-7.4%
BN vs RGEN
+20.5%
-27.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -0.8% |
| 7D | +4.3% | -2.4% | +6.7% | +4.8% |
| 30D | +14.3% | +0.1% | +14.2% | +14.1% |
| 3M | -4.1% | +6.6% | -10.7% | -6.5% |
| 6M | -9.7% | +40.9% | -50.6% | -18.9% |
| YTD | -7.1% | +6.2% | -13.3% | -6.4% |
| 1Y | -7.4% | +19.4% | -26.9% | -12.7% |
| All | -7.4% | +20.5% | -27.9% | -12.7% |
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