+177.0%
XME vs RGEN
+6,488.5%
-6,311.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.8% |
| 7D | +1.5% | -3.1% | +4.6% | +2.3% |
| 30D | -7.3% | +0.1% | -7.3% | -7.4% |
| 3M | -17.4% | +4.8% | -22.2% | -18.6% |
| 6M | -21.8% | +48.9% | -70.7% | -29.2% |
| YTD | -6.0% | +5.3% | -11.3% | -8.5% |
| 1Y | +3.8% | +12.5% | -8.7% | -0.5% |
| 3Y | +100.0% | +17.0% | +83.0% | +82.5% |
| 5Y | +116.1% | -35.4% | +151.4% | +112.5% |
| 10Y | +280.6% | +434.6% | -154.0% | +111.7% |
| All | +177.0% | +6,488.5% | -6,311.5% | -41.6% |
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