+62.8%
EXPD vs RGEN
-42.4%
+105.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -1.1% | -4.9% | +3.8% | -0.4% |
| 30D | +4.1% | +5.7% | -1.6% | +3.0% |
| 3M | +17.9% | +32.4% | -14.5% | +12.0% |
| 6M | +29.2% | +33.2% | -4.0% | +21.9% |
| YTD | +27.4% | +2.3% | +25.1% | +25.6% |
| 1Y | +56.8% | +39.0% | +17.8% | +45.9% |
| 3Y | +68.0% | -4.6% | +72.7% | +61.4% |
| All | +62.8% | -42.4% | +105.2% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling