+47.8%
XOP vs RGEN
+430.0%
-382.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | +0.5% | -3.1% | +3.6% | +0.9% |
| 30D | -7.3% | +0.1% | -7.3% | -7.4% |
| 3M | +1.4% | +4.8% | -3.4% | +0.3% |
| 6M | +7.8% | +48.9% | -41.2% | +1.0% |
| YTD | +44.5% | +5.3% | +39.2% | +41.5% |
| 1Y | +37.0% | +12.5% | +24.5% | +32.7% |
| 3Y | +40.8% | +17.0% | +23.8% | +31.6% |
| 5Y | +88.7% | -35.4% | +124.0% | +83.1% |
| All | +47.8% | +430.0% | -382.2% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling