+2,715.3%
RGEN vs XPO
+10,300.9%
-7,585.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | +0.4% |
| 7D | -3.3% | +9.0% | -12.2% | -4.6% |
| 30D | -5.8% | +4.2% | -10.0% | -6.5% |
| 3M | +0.2% | -8.7% | +8.8% | +1.5% |
| 6M | +56.8% | -2.8% | +59.5% | +56.6% |
| YTD | +2.4% | +41.9% | -39.5% | -4.2% |
| 1Y | +11.4% | +42.3% | -30.9% | +4.2% |
| 3Y | +15.2% | +127.3% | -112.1% | -0.9% |
| 5Y | -35.1% | +306.4% | -341.5% | -49.7% |
| 10Y | +419.6% | +1,290.9% | -871.3% | +234.3% |
| All | +2,715.3% | +10,300.9% | -7,585.7% | +1,206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling