+159.8%
RY vs RGEN
+19.4%
+140.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -0.6% | -2.4% | +1.8% | -0.3% |
| 30D | +6.1% | +0.1% | +6.1% | +6.1% |
| 3M | -3.4% | +6.6% | -10.0% | -4.3% |
| 6M | +12.8% | +40.9% | -28.1% | +8.1% |
| YTD | +21.0% | +6.2% | +14.8% | +19.0% |
| 1Y | +40.5% | +19.4% | +21.0% | +36.5% |
| All | +159.8% | +19.4% | +140.3% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling