+176.5%
XLE vs RGEN
+411.3%
-234.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.8% |
| 7D | +4.4% | -1.2% | +5.5% | +4.5% |
| 30D | -4.3% | -5.1% | +0.8% | -4.0% |
| 3M | +6.0% | +0.5% | +5.5% | +5.7% |
| 6M | +13.2% | +46.6% | -33.4% | +8.9% |
| YTD | +46.7% | +1.6% | +45.1% | +45.4% |
| 1Y | +46.6% | +5.4% | +41.2% | +44.7% |
| 3Y | +69.6% | +12.8% | +56.7% | +62.8% |
| 5Y | +166.5% | -35.6% | +202.1% | +161.3% |
| All | +176.5% | +411.3% | -234.8% | +100.7% |
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