-18.9%
EXE vs RGEN
+19.5%
-38.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -4.7% | -3.5% | -1.1% | -4.9% |
| 30D | +1.0% | -6.0% | +7.0% | +0.7% |
| 3M | -5.6% | +19.0% | -24.6% | -4.6% |
| 6M | -12.3% | +50.7% | -63.1% | -10.4% |
| YTD | -19.5% | +8.8% | -28.2% | -14.1% |
| 1Y | -18.9% | +21.3% | -40.2% | -15.6% |
| All | -18.9% | +19.5% | -38.4% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling