+170.7%
XLE vs RGEN
+406.9%
-236.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | +12.6% | +2.8% | +9.8% | +12.3% |
| 3M | +11.8% | +34.5% | -22.6% | +8.7% |
| 6M | +16.1% | +40.5% | -24.4% | +11.9% |
| YTD | +46.9% | +2.8% | +44.0% | +45.7% |
| 1Y | +53.3% | +39.6% | +13.6% | +47.2% |
| 3Y | +54.9% | +4.4% | +50.5% | +49.7% |
| 5Y | +225.7% | -42.8% | +268.5% | +223.2% |
| 10Y | +170.7% | +406.7% | -236.0% | +96.0% |
| All | +170.7% | +406.9% | -236.2% | +96.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling