-14.5%
XYL vs RGEN
-44.3%
+29.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | +0.8% | -4.6% | +5.4% | +1.8% |
| 30D | -10.8% | +1.2% | -12.0% | -11.1% |
| 3M | -2.5% | +26.8% | -29.4% | -7.5% |
| 6M | -12.2% | +29.1% | -41.2% | -17.4% |
| YTD | -20.1% | +0.7% | -20.8% | -21.1% |
| 1Y | -20.6% | +39.1% | -59.7% | -27.1% |
| 3Y | +17.3% | +2.2% | +15.1% | +9.6% |
| 5Y | -14.5% | -44.0% | +29.5% | -18.0% |
| All | -14.5% | -44.3% | +29.8% | -18.0% |
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