+9.5%
XLE vs RGEN
+34.2%
-24.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | +0.3% |
| 7D | -12.0% | -1.9% | -10.0% | -12.1% |
| 30D | -2.7% | +3.7% | -6.5% | -2.3% |
| 3M | +6.6% | +8.8% | -2.2% | +8.2% |
| 6M | +9.5% | +38.0% | -28.4% | +14.9% |
| All | +9.5% | +34.2% | -24.6% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling