+18.6%
XYL vs RGEN
-0.1%
+18.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | +1.8% | -0.9% | +2.7% | +1.9% |
| 30D | -9.2% | +2.8% | -12.0% | -9.7% |
| 3M | -0.3% | +34.5% | -34.7% | -5.3% |
| 6M | -11.0% | +40.5% | -51.4% | -16.5% |
| YTD | -19.2% | +2.8% | -22.1% | -20.4% |
| 1Y | -21.2% | +39.6% | -60.8% | -26.4% |
| 3Y | +18.6% | +4.4% | +14.2% | +12.7% |
| All | +18.6% | -0.1% | +18.7% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling