+117.5%
XLK vs RGEN
+1.9%
+115.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.4% | -2.9% | +2.5% | +0.1% |
| 30D | -0.5% | -0.1% | -0.4% | -0.5% |
| 3M | +5.0% | +25.9% | -21.0% | +0.1% |
| 6M | +32.9% | +35.2% | -2.4% | +24.3% |
| YTD | +29.0% | +0.5% | +28.5% | +27.5% |
| 1Y | +37.8% | +37.0% | +0.9% | +28.0% |
| All | +117.5% | +1.9% | +115.7% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling