+142.5%
XLC vs RGEN
+271.0%
-128.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.8% | -4.9% | +4.1% | 0.0% |
| 30D | +1.0% | +5.7% | -4.6% | -0.1% |
| 3M | -0.7% | +32.4% | -33.1% | -6.4% |
| 6M | -5.1% | +33.2% | -38.3% | -11.3% |
| YTD | -4.3% | +2.3% | -6.6% | -6.0% |
| 1Y | -0.6% | +39.0% | -39.6% | -8.7% |
| 3Y | +72.7% | -4.6% | +77.3% | +63.7% |
| 5Y | +38.0% | -42.7% | +80.7% | +38.9% |
| All | +142.5% | +271.0% | -128.5% | +41.1% |
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