+11,000.4%
RY vs RGEN
+11,968.9%
-968.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -1.4% |
| 7D | -0.9% | -1.9% | +1.1% | -0.8% |
| 30D | +5.9% | +3.7% | +2.1% | +5.7% |
| 3M | -4.3% | +8.8% | -13.1% | -4.7% |
| 6M | +12.1% | +38.0% | -25.8% | +10.5% |
| YTD | +20.3% | +5.9% | +14.4% | +19.6% |
| 1Y | +41.0% | +19.7% | +21.3% | +39.6% |
| 3Y | +157.5% | +20.5% | +137.0% | +152.9% |
| 5Y | +123.2% | -35.0% | +158.2% | +121.9% |
| 10Y | +365.7% | +540.9% | -175.2% | +326.7% |
| All | +11,000.4% | +11,968.9% | -968.5% | +9,056.4% |
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