+561.3%
XLP vs RGEN
+12,153.1%
-11,591.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.6% |
| 7D | +3.5% | -10.7% | +14.2% | +3.8% |
| 30D | +11.6% | -3.6% | +15.2% | +11.6% |
| 3M | +7.6% | +6.2% | +1.4% | +7.3% |
| 6M | +10.0% | +34.1% | -24.1% | +8.9% |
| YTD | +19.7% | +2.8% | +16.9% | +19.3% |
| 1Y | +23.5% | +15.5% | +7.9% | +22.5% |
| 3Y | +44.0% | +12.1% | +31.9% | +42.0% |
| 5Y | +42.7% | -36.9% | +79.6% | +41.9% |
| 10Y | +131.3% | +522.4% | -391.1% | +116.3% |
| All | +561.3% | +12,153.1% | -11,591.8% | +515.1% |
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 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