+354.3%
RY vs RGEN
+450.6%
-96.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.6% |
| 7D | -3.0% | -3.1% | +0.2% | -2.7% |
| 30D | +6.3% | +0.1% | +6.2% | +6.2% |
| 3M | -2.6% | +4.8% | -7.4% | -3.4% |
| 6M | +13.9% | +48.9% | -35.0% | +8.4% |
| YTD | +21.7% | +5.3% | +16.3% | +19.8% |
| 1Y | +40.4% | +12.5% | +27.9% | +37.2% |
| 3Y | +161.3% | +17.0% | +144.3% | +148.5% |
| 5Y | +126.5% | -35.4% | +161.8% | +122.5% |
| 10Y | +354.3% | +434.6% | -80.2% | +246.5% |
| All | +354.3% | +450.6% | -96.3% | +246.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling