+36.5%
XLB vs RGEN
-42.7%
+79.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | -0.2% | -0.9% | +0.6% | -0.1% |
| 30D | -1.7% | +2.8% | -4.6% | -2.3% |
| 3M | +4.4% | +34.5% | -30.1% | -0.8% |
| 6M | +5.0% | +40.5% | -35.4% | -1.5% |
| YTD | +15.5% | +2.8% | +12.6% | +13.8% |
| 1Y | +14.9% | +39.6% | -24.7% | +7.3% |
| 3Y | +34.5% | +4.4% | +30.1% | +27.3% |
| 5Y | +36.5% | -42.8% | +79.3% | +25.8% |
| All | +36.5% | -42.7% | +79.3% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling