+323.0%
EXPD vs RGEN
+457.6%
-134.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.2% |
| 7D | -7.4% | -2.4% | -5.0% | -7.0% |
| 30D | -2.1% | +0.1% | -2.2% | -2.2% |
| 3M | +5.7% | +6.6% | -0.9% | +4.0% |
| 6M | +21.4% | +40.9% | -19.6% | +13.2% |
| YTD | +27.6% | +6.2% | +21.4% | +24.4% |
| 1Y | +36.1% | +19.4% | +16.7% | +30.0% |
| 3Y | +69.9% | +17.9% | +52.0% | +56.5% |
| 5Y | +59.7% | -34.0% | +93.7% | +55.9% |
| 10Y | +323.0% | +453.9% | -130.9% | +161.0% |
| All | +323.0% | +457.6% | -134.6% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling