+136.0%
XLC vs RGEN
+271.4%
-135.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +3.7% | -3.3% | +7.0% | +4.3% |
| 30D | -1.9% | -5.8% | +3.9% | -1.0% |
| 3M | -3.1% | +0.2% | -3.3% | -3.7% |
| 6M | -6.4% | +56.8% | -63.1% | -15.1% |
| YTD | -6.8% | +2.4% | -9.2% | -8.9% |
| 1Y | -1.7% | +11.4% | -13.1% | -5.6% |
| 3Y | +64.7% | +15.2% | +49.5% | +49.9% |
| 5Y | +41.1% | -35.1% | +76.2% | +38.0% |
| All | +136.0% | +271.4% | -135.4% | +36.7% |
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 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