+82.5%
XOP vs RGEN
+6,296.9%
-6,214.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.7% |
| 7D | +2.6% | -4.9% | +7.5% | +3.3% |
| 30D | +15.4% | +5.7% | +9.8% | +14.3% |
| 3M | +12.1% | +32.4% | -20.4% | +6.3% |
| 6M | +19.7% | +33.2% | -13.5% | +12.5% |
| YTD | +52.4% | +2.3% | +50.1% | +49.4% |
| 1Y | +47.6% | +39.0% | +8.6% | +36.8% |
| 3Y | +34.4% | -4.6% | +39.0% | +28.0% |
| 5Y | +154.4% | -42.7% | +197.1% | +153.3% |
| 10Y | +54.7% | +433.6% | -378.9% | -3.9% |
| All | +82.5% | +6,296.9% | -6,214.4% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling