+178.5%
EXE vs RGEN
-23.2%
+201.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.3% | -4.9% | +4.7% | +0.1% |
| 30D | +8.5% | +5.7% | +2.8% | +7.9% |
| 3M | +5.5% | +32.4% | -27.0% | +2.9% |
| 6M | -5.9% | +33.2% | -39.1% | -8.6% |
| YTD | -9.7% | +2.3% | -12.0% | -10.2% |
| 1Y | +3.6% | +39.0% | -35.4% | 0.0% |
| 3Y | +18.0% | -4.6% | +22.7% | +15.5% |
| 5Y | +109.4% | -42.7% | +152.1% | +98.8% |
| All | +178.5% | -23.2% | +201.7% | +171.1% |
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