+44.2%
BP vs RGEN
+15.5%
+28.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.5% |
| 7D | -11.6% | -1.9% | -9.7% | -11.6% |
| 30D | 0.0% | +3.7% | -3.7% | -0.1% |
| 3M | +6.7% | +8.8% | -2.1% | +6.2% |
| 6M | +2.2% | +38.0% | -35.8% | +0.1% |
| YTD | +33.0% | +5.9% | +27.1% | +33.1% |
| 1Y | +30.7% | +19.7% | +11.1% | +29.3% |
| 3Y | +44.2% | +20.5% | +23.7% | +42.5% |
| All | +44.2% | +15.5% | +28.7% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling