+163.9%
XLE vs RGEN
+508.6%
-344.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.3% |
| 7D | -7.9% | +3.5% | -11.4% | -8.2% |
| 30D | -4.8% | +2.9% | -7.7% | -5.1% |
| 3M | +8.4% | +9.2% | -0.8% | +7.3% |
| 6M | +12.7% | +44.9% | -32.3% | +8.5% |
| YTD | +41.3% | +9.2% | +32.1% | +39.2% |
| 1Y | +42.3% | +25.3% | +17.0% | +38.3% |
| 3Y | +65.1% | +21.7% | +43.3% | +57.5% |
| 5Y | +150.2% | -34.5% | +184.7% | +145.2% |
| 10Y | +163.9% | +478.9% | -315.0% | +92.9% |
| All | +163.9% | +508.6% | -344.7% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling