+64.9%
XLC vs RGEN
+19.6%
+45.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.7% | +2.1% |
| 7D | +7.1% | +3.5% | +3.6% | +6.6% |
| 30D | -2.7% | +2.9% | -5.6% | -3.1% |
| 3M | -3.2% | +9.2% | -12.4% | -4.5% |
| 6M | -7.7% | +44.9% | -52.6% | -12.4% |
| YTD | -8.0% | +9.2% | -17.2% | -9.8% |
| 1Y | -3.1% | +25.3% | -28.3% | -6.8% |
| 3Y | +64.9% | +21.7% | +43.2% | +55.3% |
| All | +64.9% | +19.6% | +45.2% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling