+142.8%
XYL vs RGEN
+415.7%
-272.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.2% | -1.4% | +2.6% | +1.5% |
| 30D | -11.9% | -0.3% | -11.6% | -12.0% |
| 3M | -1.5% | +23.9% | -25.4% | -6.2% |
| 6M | -11.9% | +38.5% | -50.4% | -18.4% |
| YTD | -20.6% | +0.8% | -21.4% | -21.7% |
| 1Y | -23.5% | +38.2% | -61.7% | -29.7% |
| 3Y | +14.9% | +1.3% | +13.6% | +7.4% |
| 5Y | -15.3% | -44.0% | +28.7% | -14.6% |
| All | +142.8% | +415.7% | -272.9% | +41.6% |
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