+248.8%
XLF vs RGEN
+415.7%
-166.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.5% | -1.4% | 0.0% | -1.3% |
| 30D | -1.2% | -0.3% | -0.8% | -1.2% |
| 3M | +9.2% | +23.9% | -14.7% | +5.4% |
| 6M | +16.3% | +38.5% | -22.2% | +10.0% |
| YTD | +5.4% | +0.8% | +4.6% | +4.3% |
| 1Y | +7.6% | +38.2% | -30.6% | +1.2% |
| 3Y | +74.2% | +1.3% | +72.9% | +65.8% |
| 5Y | +66.1% | -44.0% | +110.1% | +66.2% |
| All | +248.8% | +415.7% | -166.9% | +116.8% |
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