+832.0%
XLB vs RGEN
+12,553.1%
-11,721.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | 0.0% |
| 7D | +0.5% | -2.4% | +2.9% | +0.7% |
| 30D | +6.9% | +0.1% | +6.9% | +6.8% |
| 3M | -0.2% | +6.6% | -6.8% | -0.9% |
| 6M | +3.3% | +40.9% | -37.6% | +0.2% |
| YTD | +18.0% | +6.2% | +11.9% | +16.7% |
| 1Y | +24.2% | +19.4% | +4.8% | +21.7% |
| 3Y | +44.7% | +17.9% | +26.8% | +40.0% |
| 5Y | +31.6% | -34.0% | +65.6% | +30.3% |
| 10Y | +164.2% | +453.9% | -289.7% | +125.0% |
| All | +832.0% | +12,553.1% | -11,721.1% | +560.0% |
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