+92.2%
XOP vs RGEN
-37.9%
+130.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.2% | +2.1% |
| 7D | +5.2% | -1.2% | +6.3% | +5.3% |
| 30D | -8.4% | -5.1% | -3.3% | -7.9% |
| 3M | +2.9% | +0.5% | +2.5% | +2.3% |
| 6M | +8.8% | +46.6% | -37.7% | +1.8% |
| YTD | +46.9% | +1.6% | +45.3% | +44.7% |
| 1Y | +41.5% | +5.4% | +36.1% | +38.4% |
| 3Y | +43.1% | +12.8% | +30.3% | +33.6% |
| 5Y | +92.2% | -35.6% | +127.8% | +66.5% |
| All | +92.2% | -37.9% | +130.1% | +66.5% |
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