+11,448.1%
RY vs RGEN
+11,559.1%
-111.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | +3.1% | -4.9% | +8.0% | +3.3% |
| 30D | -0.3% | +5.7% | -6.0% | -0.6% |
| 3M | +8.7% | +32.4% | -23.8% | +7.4% |
| 6M | +28.5% | +33.2% | -4.6% | +26.8% |
| YTD | +25.1% | +2.3% | +22.8% | +24.7% |
| 1Y | +46.3% | +39.0% | +7.3% | +44.0% |
| 3Y | +154.9% | -4.6% | +159.6% | +152.4% |
| 5Y | +140.3% | -42.7% | +183.0% | +140.0% |
| 10Y | +377.0% | +433.6% | -56.5% | +339.8% |
| All | +11,448.1% | +11,559.1% | -111.0% | +9,445.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling