+4,723.2%
RGEN vs URA
-48.6%
+4,771.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.2% | -3.0% | +1.7% |
| 7D | +3.5% | +4.3% | -0.8% | +2.5% |
| 30D | +2.9% | -11.7% | +14.6% | +5.9% |
| 3M | +9.2% | -23.5% | +32.7% | +15.8% |
| 6M | +44.9% | -37.8% | +82.7% | +60.1% |
| YTD | +9.2% | -19.6% | +28.8% | +12.4% |
| 1Y | +25.3% | -24.8% | +50.1% | +30.7% |
| 3Y | +21.7% | +47.0% | -25.2% | +3.1% |
| 5Y | -34.5% | +35.4% | -69.9% | -45.0% |
| 10Y | +478.9% | +302.3% | +176.6% | +263.5% |
| All | +4,723.2% | -48.6% | +4,771.8% | +4,004.8% |
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