+237.8%
XME vs RGEN
+6,296.9%
-6,059.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -0.1% | -4.9% | +4.8% | +1.0% |
| 30D | +6.0% | +5.7% | +0.3% | +4.7% |
| 3M | -7.7% | +32.4% | -40.2% | -13.7% |
| 6M | +1.0% | +33.2% | -32.2% | -6.4% |
| YTD | +14.6% | +2.3% | +12.4% | +12.7% |
| 1Y | +46.0% | +39.0% | +7.0% | +33.6% |
| 3Y | +127.0% | -4.6% | +131.6% | +115.7% |
| 5Y | +175.8% | -42.7% | +218.5% | +178.4% |
| 10Y | +414.6% | +433.6% | -19.0% | +186.9% |
| All | +237.8% | +6,296.9% | -6,059.2% | -28.1% |
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