+77.0%
EXPD vs RGEN
+18.5%
+58.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.0% |
| 7D | -1.6% | -3.1% | +1.6% | -1.2% |
| 30D | +0.6% | +0.1% | +0.5% | +0.5% |
| 3M | +9.8% | +4.8% | +5.0% | +8.6% |
| 6M | +25.8% | +48.9% | -23.2% | +17.7% |
| YTD | +31.3% | +5.3% | +25.9% | +28.9% |
| 1Y | +40.9% | +12.5% | +28.4% | +37.1% |
| All | +77.0% | +18.5% | +58.5% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling