+48.3%
XLE vs RGEN
+45.2%
+3.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | +2.2% | -4.9% | +7.1% | +1.8% |
| 30D | +11.8% | +5.7% | +6.1% | +12.3% |
| 3M | +9.8% | +32.4% | -22.6% | +12.0% |
| 6M | +15.6% | +33.2% | -17.6% | +18.4% |
| YTD | +45.3% | +2.3% | +43.0% | +50.5% |
| 1Y | +48.3% | +39.0% | +9.3% | +52.4% |
| All | +48.3% | +45.2% | +3.1% | +52.4% |
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