+0.3%
XRT vs RGEN
-42.4%
+42.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +0.8% | -4.9% | +5.7% | +1.9% |
| 30D | -4.2% | +5.7% | -9.9% | -5.6% |
| 3M | +5.1% | +32.4% | -27.4% | -2.4% |
| 6M | +2.4% | +33.2% | -30.8% | -5.7% |
| YTD | +3.2% | +2.3% | +0.9% | +1.1% |
| 1Y | +1.5% | +39.0% | -37.5% | -8.2% |
| 3Y | +40.6% | -4.6% | +45.2% | +33.2% |
| All | +0.3% | -42.4% | +42.7% | -7.1% |
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 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