+149.9%
XLE vs RGEN
-35.1%
+185.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | -12.0% | -1.9% | -10.0% | -11.9% |
| 30D | -2.7% | +3.7% | -6.5% | -3.1% |
| 3M | +6.6% | +8.8% | -2.2% | +5.6% |
| 6M | +9.5% | +38.0% | -28.4% | +6.2% |
| YTD | +40.6% | +5.9% | +34.7% | +39.3% |
| 1Y | +43.6% | +19.7% | +23.9% | +40.4% |
| 3Y | +58.1% | +20.5% | +37.6% | +51.2% |
| All | +149.9% | -35.1% | +185.0% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling