+7.6%
XLF vs RGEN
+38.7%
-31.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.7% |
| 6M | +16.3% | +38.5% | -22.2% | +11.9% |
| YTD | +5.4% | +0.8% | +4.6% | +4.0% |
| 1Y | +7.6% | +38.2% | -30.6% | +6.8% |
| All | +7.6% | +38.7% | -31.1% | +6.8% |
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 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