+4,576.3%
RGEN vs URA
-51.6%
+4,627.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +1.9% |
| 7D | -1.9% | -4.1% | +2.2% | -0.9% |
| 30D | +3.7% | -19.0% | +22.8% | +8.9% |
| 3M | +8.8% | -25.1% | +34.0% | +16.1% |
| 6M | +38.0% | -44.5% | +82.4% | +56.5% |
| YTD | +5.9% | -24.3% | +30.2% | +10.6% |
| 1Y | +19.7% | -28.1% | +47.8% | +26.1% |
| 3Y | +20.5% | +40.7% | -20.2% | +3.1% |
| 5Y | -35.0% | +35.5% | -70.4% | -45.3% |
| 10Y | +540.9% | +281.2% | +259.7% | +307.7% |
| All | +4,576.3% | -51.6% | +4,627.9% | +3,936.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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