+123.3%
RY vs RGEN
-35.1%
+158.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -1.6% |
| 7D | -0.9% | -1.9% | +1.1% | -0.7% |
| 30D | +5.9% | +3.7% | +2.1% | +5.4% |
| 3M | -4.3% | +8.8% | -13.1% | -5.4% |
| 6M | +12.1% | +38.0% | -25.8% | +7.5% |
| YTD | +20.3% | +5.9% | +14.4% | +18.3% |
| 1Y | +41.0% | +19.7% | +21.3% | +36.8% |
| 3Y | +157.5% | +20.5% | +137.0% | +144.1% |
| All | +123.3% | -35.1% | +158.5% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling