+73.6%
XLF vs RGEN
+2.1%
+71.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.2% |
| 7D | -1.0% | -4.6% | +3.5% | -0.5% |
| 30D | -1.3% | +1.2% | -2.4% | -1.5% |
| 3M | +9.1% | +26.8% | -17.7% | +5.9% |
| 6M | +14.4% | +29.1% | -14.7% | +10.3% |
| YTD | +5.1% | +0.7% | +4.4% | +4.2% |
| 1Y | +8.6% | +39.1% | -30.4% | +3.4% |
| All | +73.6% | +2.1% | +71.5% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling