+6,778.8%
RGEN vs BG
+1,185.2%
+5,593.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.4% |
| 7D | -0.9% | +2.4% | -3.2% | -1.4% |
| 30D | +2.8% | +15.0% | -12.2% | -0.4% |
| 3M | +34.5% | -0.7% | +35.1% | +34.1% |
| 6M | +40.5% | +7.5% | +33.0% | +37.3% |
| YTD | +2.8% | +41.6% | -38.8% | -5.5% |
| 1Y | +39.6% | +50.7% | -11.0% | +26.2% |
| 3Y | +4.4% | +20.3% | -15.9% | -2.3% |
| 5Y | -42.8% | +85.2% | -128.0% | -51.9% |
| 10Y | +406.7% | +160.6% | +246.1% | +275.7% |
| All | +6,778.8% | +1,185.2% | +5,593.6% | +2,943.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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