+422.3%
XLF vs RGEN
+12,089.1%
-11,666.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | 0.0% | -4.9% | +4.9% | +0.4% |
| 30D | +0.2% | +5.7% | -5.5% | -0.4% |
| 3M | +11.7% | +32.4% | -20.7% | +8.7% |
| 6M | +13.8% | +33.2% | -19.4% | +10.3% |
| YTD | +7.0% | +2.3% | +4.7% | +6.1% |
| 1Y | +9.1% | +39.0% | -29.9% | +5.1% |
| 3Y | +75.6% | -4.6% | +80.3% | +71.5% |
| 5Y | +66.4% | -42.7% | +109.1% | +66.3% |
| 10Y | +250.3% | +433.6% | -183.3% | +184.6% |
| All | +422.3% | +12,089.1% | -11,666.8% | +254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling