+55.0%
XEL vs RGEN
+15.2%
+39.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | +0.1% |
| 7D | +2.4% | -3.3% | +5.7% | +2.5% |
| 30D | +8.3% | -5.8% | +14.1% | +8.4% |
| 3M | +4.2% | +0.2% | +4.0% | +4.0% |
| 6M | +3.7% | +56.8% | -53.0% | +2.6% |
| YTD | +13.1% | +2.4% | +10.7% | +12.8% |
| 1Y | +5.0% | +11.4% | -6.4% | +4.5% |
| 3Y | +55.0% | +15.2% | +39.8% | +49.7% |
| All | +55.0% | +15.2% | +39.8% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling