+402.8%
RGEN vs XPO
+1,517.7%
-1,114.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | -0.1% | -10.4% | +10.3% | +3.0% |
| 3M | +25.9% | -15.7% | +41.6% | +31.4% |
| 6M | +35.2% | -6.3% | +41.6% | +36.4% |
| YTD | +0.5% | +34.2% | -33.7% | -9.2% |
| 1Y | +37.0% | +39.9% | -3.0% | +21.4% |
| 3Y | +2.0% | +155.2% | -153.2% | -25.2% |
| 5Y | -44.2% | +264.7% | -308.9% | -64.7% |
| All | +402.8% | +1,517.7% | -1,114.9% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling