This function returns the total return relative to the benchmark (the default) or a specific series.
The period is expressed as either 'bars' or 'days'. If you want a fixed time span use functions that use calendar days (excluding the weekend). For example if you use days=5 you always get a weekly return, like Monday to Monday, regardless of whether there was a market holiday in between.
Functions using 'bars'
Rel%Chg(days [,series])
Functions using 'days'
Rel%Chg_D(days [,series])
Parameters
bar: the lookback period in bars or trading days
days: the lookback period in calendar days (excluding Sat & Sun)
series: specify alternate time series
Example
To calculate the 1 month total return relative to a stock's industry use
Rel%Chg(21,#Industry)
To calculate the 1 year total return relative to the SPY ETF use
Rel%Chg(251,GetSeries("SPY"))