+108.1%
XLRE vs RGEN
+567.1%
-459.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.8% |
| 7D | -0.7% | -4.6% | +3.8% | -0.1% |
| 30D | -2.2% | +1.2% | -3.4% | -2.5% |
| 3M | -2.6% | +26.8% | -29.5% | -6.3% |
| 6M | +2.6% | +29.1% | -26.5% | -2.0% |
| YTD | +9.3% | +0.7% | +8.5% | +8.0% |
| 1Y | +7.2% | +39.1% | -31.8% | +0.7% |
| 3Y | +31.3% | +2.2% | +29.1% | +24.9% |
| 5Y | +8.1% | -44.0% | +52.1% | +7.9% |
| 10Y | +88.9% | +412.7% | -323.8% | +43.3% |
| All | +108.1% | +567.1% | -459.0% | +56.9% |
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