+99.4%
XYL vs RGEN
+415.2%
-315.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -3.7% | -3.3% | -0.4% | -3.1% |
| 30D | -8.3% | -5.8% | -2.5% | -7.4% |
| 3M | -21.4% | +0.2% | -21.6% | -22.0% |
| 6M | -12.9% | +56.8% | -69.7% | -21.5% |
| YTD | -30.1% | +2.4% | -32.5% | -31.7% |
| 1Y | -35.2% | +11.4% | -46.6% | -37.8% |
| 3Y | -0.8% | +15.2% | -15.9% | -9.8% |
| 5Y | -23.2% | -35.1% | +11.9% | -25.2% |
| All | +99.4% | +415.2% | -315.8% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling