+45.3%
XOP vs RGEN
+19.5%
+25.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.3% | -6.4% |
| 7D | -10.5% | -3.5% | -7.0% | -10.9% |
| 30D | -4.3% | -6.0% | +1.6% | -4.9% |
| 3M | +4.7% | +19.0% | -14.3% | +7.4% |
| 6M | -0.1% | +50.7% | -50.8% | +5.5% |
| YTD | +43.8% | +8.8% | +35.1% | +55.9% |
| 1Y | +45.3% | +21.3% | +24.0% | +55.1% |
| All | +45.3% | +19.5% | +25.7% | +55.1% |
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 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