+15,251.3%
BN vs RGEN
+1,576.0%
+13,675.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -2.5% | -4.9% | +2.5% | -2.3% |
| 30D | -9.5% | +5.7% | -15.2% | -9.7% |
| 3M | -10.4% | +32.4% | -42.8% | -11.6% |
| 6M | -6.4% | +33.2% | -39.5% | -7.7% |
| YTD | -11.9% | +2.3% | -14.1% | -12.2% |
| 1Y | -8.6% | +39.0% | -47.6% | -10.2% |
| 3Y | +77.6% | -4.6% | +82.2% | +76.3% |
| 5Y | +37.0% | -42.7% | +79.7% | +37.6% |
| 10Y | +266.4% | +433.6% | -167.2% | +242.5% |
| All | +15,251.3% | +1,576.0% | +13,675.3% | +12,815.7% |
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 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