+1,117.4%
XLI vs RGEN
+12,089.1%
-10,971.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -1.1% | -4.9% | +3.9% | -0.7% |
| 30D | -5.9% | +5.7% | -11.6% | -6.4% |
| 3M | -0.3% | +32.4% | -32.7% | -2.5% |
| 6M | +0.1% | +33.2% | -33.1% | -2.4% |
| YTD | +13.6% | +2.3% | +11.3% | +12.8% |
| 1Y | +17.2% | +39.0% | -21.8% | +13.6% |
| 3Y | +68.2% | -4.6% | +72.8% | +65.2% |
| 5Y | +80.7% | -42.7% | +123.4% | +80.7% |
| 10Y | +253.3% | +433.6% | -180.3% | +202.6% |
| All | +1,117.4% | +12,089.1% | -10,971.7% | +769.8% |
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