+44.0%
XLP vs RGEN
-35.5%
+79.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.4% |
| 7D | +2.5% | -3.3% | +5.8% | +2.7% |
| 30D | +7.3% | -5.8% | +13.2% | +7.5% |
| 3M | +8.1% | +0.2% | +7.9% | +7.9% |
| 6M | +10.5% | +56.8% | -46.3% | +7.7% |
| YTD | +21.2% | +2.4% | +18.8% | +20.5% |
| 1Y | +22.7% | +11.4% | +11.3% | +21.4% |
| 3Y | +44.8% | +15.2% | +29.6% | +40.9% |
| All | +44.0% | -35.5% | +79.5% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling