+53.3%
XLE vs RGEN
+37.7%
+15.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.9% |
| 3M | +11.8% | +34.5% | -22.6% | +14.1% |
| 6M | +16.1% | +40.5% | -24.4% | +18.6% |
| YTD | +46.9% | +2.8% | +44.0% | +52.4% |
| 1Y | +53.3% | +39.6% | +13.6% | +57.0% |
| All | +53.3% | +37.7% | +15.5% | +57.0% |
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 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