+820.5%
XLB vs RGEN
+12,089.1%
-11,268.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.3% |
| 7D | -1.4% | -4.9% | +3.5% | -1.0% |
| 30D | -0.4% | +5.7% | -6.1% | -0.8% |
| 3M | +2.0% | +32.4% | -30.5% | -0.4% |
| 6M | +1.8% | +33.2% | -31.4% | -0.8% |
| YTD | +16.6% | +2.3% | +14.3% | +15.8% |
| 1Y | +16.9% | +39.0% | -22.1% | +13.3% |
| 3Y | +32.6% | -4.6% | +37.2% | +30.1% |
| 5Y | +35.6% | -42.7% | +78.3% | +35.8% |
| 10Y | +160.0% | +433.6% | -273.6% | +122.3% |
| All | +820.5% | +12,089.1% | -11,268.6% | +554.9% |
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 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