+508.9%
XLP vs RGEN
+12,089.1%
-11,580.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -1.0% | -4.9% | +3.9% | -0.9% |
| 30D | -0.9% | +5.7% | -6.6% | -1.1% |
| 3M | +3.8% | +32.4% | -28.6% | +2.9% |
| 6M | -1.7% | +33.2% | -34.9% | -2.8% |
| YTD | +10.3% | +2.3% | +8.0% | +9.9% |
| 1Y | +7.8% | +39.0% | -31.2% | +6.4% |
| 3Y | +27.2% | -4.6% | +31.8% | +26.0% |
| 5Y | +32.5% | -42.7% | +75.2% | +32.2% |
| 10Y | +101.8% | +433.6% | -331.8% | +89.4% |
| All | +508.9% | +12,089.1% | -11,580.1% | +466.9% |
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 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