+407.7%
RGEN vs XPO
+1,266.4%
-858.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | +0.1% |
| 7D | -3.3% | +9.0% | -12.2% | -5.6% |
| 30D | -5.8% | +4.2% | -10.0% | -7.1% |
| 3M | +0.2% | -8.7% | +8.8% | +2.4% |
| 6M | +56.8% | -2.8% | +59.5% | +56.4% |
| YTD | +2.4% | +41.9% | -39.5% | -9.3% |
| 1Y | +11.4% | +42.3% | -30.9% | -1.5% |
| 3Y | +15.2% | +127.3% | -112.1% | -12.8% |
| 5Y | -35.1% | +306.4% | -341.5% | -60.3% |
| All | +407.7% | +1,266.4% | -858.7% | +119.4% |
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