+1,075.5%
XLI vs RGEN
+12,102.9%
-11,027.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | +3.8% | -3.3% | +7.0% | +4.0% |
| 30D | +1.0% | -5.8% | +6.9% | +1.5% |
| 3M | -8.9% | +0.2% | -9.1% | -9.1% |
| 6M | -2.3% | +56.8% | -59.1% | -5.9% |
| YTD | +9.7% | +2.4% | +7.3% | +8.8% |
| 1Y | +12.3% | +11.4% | +0.9% | +10.7% |
| 3Y | +71.5% | +15.2% | +56.3% | +66.3% |
| 5Y | +70.2% | -35.1% | +105.3% | +68.7% |
| 10Y | +227.5% | +419.6% | -192.2% | +180.6% |
| All | +1,075.5% | +12,102.9% | -11,027.4% | +738.5% |
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