+326.6%
EXPD vs RGEN
+415.2%
-88.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +5.5% | -3.3% | +8.8% | +6.1% |
| 30D | -0.8% | -5.8% | +5.0% | 0.0% |
| 3M | +4.1% | +0.2% | +4.0% | +3.5% |
| 6M | +25.7% | +56.8% | -31.1% | +15.1% |
| YTD | +31.4% | +2.4% | +29.0% | +28.9% |
| 1Y | +42.2% | +11.4% | +30.7% | +37.4% |
| 3Y | +77.2% | +15.2% | +62.0% | +63.8% |
| 5Y | +61.0% | -35.1% | +96.1% | +57.5% |
| All | +326.6% | +415.2% | -88.5% | +165.7% |
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