+49.9%
XLE vs RGEN
+19.5%
+30.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -7.2% | -3.5% | -3.7% | -7.5% |
| 30D | +0.1% | -6.0% | +6.1% | -0.4% |
| 3M | +9.2% | +19.0% | -9.8% | +11.4% |
| 6M | +8.4% | +50.7% | -42.4% | +13.2% |
| YTD | +44.9% | +8.8% | +36.1% | +53.0% |
| 1Y | +49.9% | +21.3% | +28.6% | +57.6% |
| All | +49.9% | +19.5% | +30.3% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling