+640.9%
XLU vs RGEN
+11,903.6%
-11,262.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | +0.6% | -4.6% | +5.2% | +0.8% |
| 30D | -0.4% | +1.2% | -1.6% | -0.5% |
| 3M | -1.7% | +26.8% | -28.6% | -2.8% |
| 6M | -7.1% | +29.1% | -36.2% | -8.3% |
| YTD | +1.9% | +0.7% | +1.2% | +1.6% |
| 1Y | +6.1% | +39.1% | -32.9% | +4.3% |
| 3Y | +48.8% | +2.2% | +46.5% | +46.6% |
| 5Y | +43.8% | -44.0% | +87.8% | +43.6% |
| 10Y | +143.2% | +412.7% | -269.6% | +122.9% |
| All | +640.9% | +11,903.6% | -11,262.7% | +543.0% |
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