+432.8%
XYL vs RGEN
+5,121.2%
-4,688.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.9% |
| 7D | -5.0% | -4.9% | -0.1% | -4.3% |
| 30D | -13.2% | +5.7% | -18.9% | -14.0% |
| 3M | -3.7% | +32.4% | -36.1% | -8.2% |
| 6M | -17.7% | +33.2% | -50.9% | -22.0% |
| YTD | -21.5% | +2.3% | -23.8% | -22.6% |
| 1Y | -24.5% | +39.0% | -63.5% | -29.3% |
| 3Y | +6.9% | -4.6% | +11.6% | +2.8% |
| 5Y | -18.1% | -42.7% | +24.6% | -18.1% |
| 10Y | +134.7% | +433.6% | -298.9% | +73.5% |
| All | +432.8% | +5,121.2% | -4,688.4% | +184.0% |
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 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