+1,335.7%
BP vs RGEN
+1,576.0%
-240.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +3.9% | -4.9% | +8.9% | +4.1% |
| 30D | +7.6% | +5.7% | +1.9% | +7.4% |
| 3M | +0.7% | +32.4% | -31.7% | -0.3% |
| 6M | +15.5% | +33.2% | -17.7% | +14.2% |
| YTD | +30.8% | +2.3% | +28.5% | +30.4% |
| 1Y | +34.3% | +39.0% | -4.7% | +32.5% |
| 3Y | +35.1% | -4.6% | +39.7% | +33.8% |
| 5Y | +126.8% | -42.7% | +169.5% | +126.3% |
| 10Y | +123.4% | +433.6% | -310.2% | +106.7% |
| All | +1,335.7% | +1,576.0% | -240.3% | +1,037.9% |
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