+250.2%
XLI vs RGEN
+414.1%
-164.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.3% | -2.9% | +0.6% | -1.8% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | +0.8% | +25.9% | -25.2% | -3.3% |
| 6M | +0.8% | +35.2% | -34.4% | -4.8% |
| YTD | +10.5% | +0.5% | +10.0% | +9.2% |
| 1Y | +14.1% | +37.0% | -22.8% | +6.9% |
| 3Y | +68.6% | +2.0% | +66.6% | +59.9% |
| 5Y | +80.4% | -44.2% | +124.6% | +80.8% |
| All | +250.2% | +414.1% | -164.0% | +122.3% |
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