-12.2%
BN vs RGEN
+37.5%
-49.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.5% |
| 7D | -3.0% | -4.6% | +1.6% | -2.0% |
| 30D | -13.0% | +1.2% | -14.2% | -13.3% |
| 3M | -15.2% | +26.8% | -42.1% | -20.2% |
| 6M | -5.9% | +29.1% | -35.0% | -12.6% |
| YTD | -15.8% | +0.7% | -16.5% | -17.0% |
| 1Y | -12.2% | +39.1% | -51.2% | -15.7% |
| All | -12.2% | +37.5% | -49.7% | -15.7% |
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