+2,062.5%
XEL vs RGEN
+1,577.9%
+484.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 6M | +3.7% | +56.8% | -53.0% | +2.8% |
| YTD | +13.1% | +2.4% | +10.7% | +12.8% |
| 1Y | +5.0% | +11.4% | -6.4% | +4.6% |
| 3Y | +55.0% | +15.2% | +39.8% | +53.7% |
| 5Y | +51.8% | -35.1% | +86.9% | +51.3% |
| 10Y | +185.6% | +419.6% | -234.0% | +175.9% |
| All | +2,062.5% | +1,577.9% | +484.6% | +1,883.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling