+1,477.5%
XLK vs RGEN
+11,903.6%
-10,426.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | +2.3% | -4.6% | +6.9% | +2.8% |
| 30D | +0.8% | +1.2% | -0.3% | +0.7% |
| 3M | +4.1% | +26.8% | -22.8% | +1.2% |
| 6M | +34.8% | +29.1% | +5.7% | +30.4% |
| YTD | +30.8% | +0.7% | +30.1% | +29.8% |
| 1Y | +42.4% | +39.1% | +3.3% | +36.3% |
| 3Y | +121.8% | +2.2% | +119.6% | +115.1% |
| 5Y | +146.6% | -44.0% | +190.6% | +148.8% |
| 10Y | +804.3% | +412.7% | +391.5% | +650.1% |
| All | +1,477.5% | +11,903.6% | -10,426.1% | +876.0% |
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