+402.6%
XME vs RGEN
+415.7%
-13.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -4.2% | -1.4% | -2.8% | -3.9% |
| 30D | -2.7% | -0.3% | -2.4% | -2.7% |
| 3M | -3.9% | +23.9% | -27.8% | -8.5% |
| 6M | -1.0% | +38.5% | -39.5% | -8.4% |
| YTD | +9.8% | +0.8% | +9.0% | +8.4% |
| 1Y | +32.5% | +38.2% | -5.7% | +22.3% |
| 3Y | +124.3% | +1.3% | +123.0% | +111.9% |
| 5Y | +165.8% | -44.0% | +209.8% | +168.2% |
| All | +402.6% | +415.7% | -13.1% | +176.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling