+135.4%
XLP vs RGEN
+457.6%
-322.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.4% |
| 7D | +2.3% | -2.4% | +4.7% | +2.5% |
| 30D | +9.1% | +0.1% | +9.1% | +9.0% |
| 3M | +7.9% | +6.6% | +1.2% | +7.1% |
| 6M | +9.6% | +40.9% | -31.3% | +6.2% |
| YTD | +19.4% | +6.2% | +13.3% | +18.0% |
| 1Y | +22.4% | +19.4% | +2.9% | +19.7% |
| 3Y | +43.2% | +17.9% | +25.3% | +37.2% |
| 5Y | +42.6% | -34.0% | +76.6% | +40.8% |
| 10Y | +135.4% | +453.9% | -318.5% | +80.4% |
| All | +135.4% | +457.6% | -322.2% | +80.4% |
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