+1,106.7%
XLY vs RGEN
+11,913.1%
-10,806.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -1.7% | -1.4% | -0.3% | -1.6% |
| 30D | -4.2% | -0.3% | -3.9% | -4.2% |
| 3M | -2.7% | +23.9% | -26.6% | -4.7% |
| 6M | -0.6% | +38.5% | -39.2% | -3.8% |
| YTD | -5.0% | +0.8% | -5.8% | -5.6% |
| 1Y | -4.1% | +38.2% | -42.3% | -7.4% |
| 3Y | +33.6% | +1.3% | +32.3% | +30.4% |
| 5Y | +28.7% | -44.0% | +72.7% | +29.5% |
| 10Y | +219.6% | +413.1% | -193.5% | +173.5% |
| All | +1,106.7% | +11,913.1% | -10,806.4% | +778.3% |
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