+257.2%
XOM vs RGEN
-44.2%
+301.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +4.1% | -1.4% | +5.5% | +4.1% |
| 30D | +4.6% | -0.3% | +4.9% | +4.6% |
| 3M | +14.0% | +23.9% | -9.9% | +12.8% |
| 6M | +11.0% | +38.5% | -27.6% | +9.0% |
| YTD | +40.7% | +0.8% | +39.9% | +40.8% |
| 1Y | +52.3% | +38.2% | +14.1% | +49.0% |
| 3Y | +60.5% | +1.3% | +59.2% | +57.7% |
| All | +257.2% | -44.2% | +301.4% | +229.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling