+160.6%
XOP vs RGEN
-44.3%
+204.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.8% |
| 7D | +1.0% | -4.6% | +5.5% | +1.6% |
| 30D | +10.8% | +1.2% | +9.7% | +10.6% |
| 3M | +19.5% | +26.8% | -7.4% | +15.0% |
| 6M | +21.6% | +29.1% | -7.5% | +16.0% |
| YTD | +55.8% | +0.7% | +55.1% | +54.5% |
| 1Y | +54.6% | +39.1% | +15.6% | +44.8% |
| 3Y | +36.6% | +2.2% | +34.4% | +29.8% |
| 5Y | +160.6% | -44.0% | +204.6% | +134.4% |
| All | +160.6% | -44.3% | +204.9% | +134.4% |
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