+164.2%
XLB vs RGEN
+415.2%
-251.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +0.5% | -3.3% | +3.8% | +1.1% |
| 30D | +5.2% | -5.8% | +11.0% | +6.0% |
| 3M | +0.3% | +0.2% | +0.1% | -0.2% |
| 6M | +1.2% | +56.8% | -55.6% | -7.1% |
| YTD | +16.6% | +2.4% | +14.3% | +14.5% |
| 1Y | +21.4% | +11.4% | +10.0% | +17.4% |
| 3Y | +43.2% | +15.2% | +28.1% | +32.8% |
| 5Y | +28.0% | -35.1% | +63.1% | +25.1% |
| All | +164.2% | +415.2% | -251.0% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling