+4,294.1%
XOM vs RGEN
+1,585.3%
+2,708.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.7% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | +5.7% | +2.8% | +2.8% | +5.6% |
| 3M | +6.6% | +34.5% | -27.9% | +5.8% |
| 6M | +7.7% | +40.5% | -32.8% | +6.7% |
| YTD | +36.2% | +2.8% | +33.3% | +35.8% |
| 1Y | +50.5% | +39.6% | +10.9% | +49.0% |
| 3Y | +53.4% | +4.4% | +49.0% | +52.0% |
| 5Y | +254.2% | -42.8% | +296.9% | +253.5% |
| 10Y | +177.9% | +406.7% | -228.8% | +163.1% |
| All | +4,294.1% | +1,585.3% | +2,708.8% | +3,700.0% |
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 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