+52.6%
XOM vs RGEN
+19.5%
+33.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -7.0% | -3.5% | -3.5% | -7.4% |
| 30D | +3.2% | -6.0% | +9.2% | +2.6% |
| 3M | +10.7% | +19.0% | -8.3% | +13.8% |
| 6M | +11.6% | +50.7% | -39.1% | +19.0% |
| YTD | +43.5% | +8.8% | +34.7% | +52.7% |
| 1Y | +52.6% | +21.3% | +31.3% | +63.0% |
| All | +52.6% | +19.5% | +33.0% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling