+10.0%
XLP vs RGEN
+39.0%
-28.9%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.7% |
| 7D | +3.5% | -10.7% | +14.2% | +3.6% |
| 30D | +11.6% | -3.6% | +15.2% | +11.5% |
| 3M | +7.6% | +6.2% | +1.4% | +7.2% |
| 6M | +10.0% | +34.1% | -24.1% | +9.1% |
| All | +10.0% | +39.0% | -28.9% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling