+70.8%
XLI vs RGEN
-37.9%
+108.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.4% |
| 7D | +4.3% | -1.2% | +5.5% | +4.5% |
| 30D | +0.5% | -5.1% | +5.5% | +1.1% |
| 3M | -8.6% | +0.5% | -9.1% | -9.1% |
| 6M | -2.3% | +46.6% | -48.9% | -8.7% |
| YTD | +10.1% | +1.6% | +8.5% | +8.4% |
| 1Y | +11.0% | +5.4% | +5.6% | +8.6% |
| 3Y | +72.3% | +12.8% | +59.4% | +61.4% |
| 5Y | +70.8% | -35.6% | +106.4% | +53.9% |
| All | +70.8% | -37.9% | +108.7% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling