+513.3%
XRT vs RGEN
+6,296.9%
-5,783.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +0.8% | -4.9% | +5.7% | +1.7% |
| 30D | -4.2% | +5.7% | -9.9% | -5.3% |
| 3M | +5.1% | +32.4% | -27.4% | -0.6% |
| 6M | +2.4% | +33.2% | -30.8% | -3.7% |
| YTD | +3.2% | +2.3% | +0.9% | +1.6% |
| 1Y | +1.5% | +39.0% | -37.5% | -5.8% |
| 3Y | +40.6% | -4.6% | +45.2% | +34.8% |
| 5Y | -1.0% | -42.7% | +41.7% | -0.1% |
| 10Y | +128.4% | +433.6% | -305.2% | +51.7% |
| All | +513.3% | +6,296.9% | -5,783.6% | +128.1% |
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