+47.6%
XOP vs RGEN
+45.2%
+2.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.9% |
| 7D | +2.6% | -4.9% | +7.5% | +2.3% |
| 30D | +15.4% | +5.7% | +9.8% | +15.9% |
| 3M | +12.1% | +32.4% | -20.4% | +13.7% |
| 6M | +19.7% | +33.2% | -13.5% | +22.1% |
| YTD | +52.4% | +2.3% | +50.1% | +61.7% |
| 1Y | +47.6% | +39.0% | +8.6% | +48.3% |
| All | +47.6% | +45.2% | +2.4% | +48.3% |
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 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