+128.8%
XLP vs RGEN
+508.6%
-379.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.7% |
| 7D | +0.1% | +3.5% | -3.4% | -0.2% |
| 30D | +8.9% | +2.9% | +6.0% | +8.6% |
| 3M | +7.5% | +9.2% | -1.7% | +6.5% |
| 6M | +9.4% | +44.9% | -35.5% | +5.8% |
| YTD | +19.3% | +9.2% | +10.1% | +17.6% |
| 1Y | +21.7% | +25.3% | -3.6% | +18.6% |
| 3Y | +44.0% | +21.7% | +22.2% | +37.7% |
| 5Y | +42.8% | -34.5% | +77.3% | +41.3% |
| 10Y | +128.8% | +478.9% | -350.1% | +75.9% |
| All | +128.8% | +508.6% | -379.9% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling