+59.7%
EXPD vs RGEN
-35.9%
+95.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.4% |
| YTD | +27.6% | +6.2% | +21.4% | +24.6% |
| 1Y | +36.1% | +19.4% | +16.7% | +30.2% |
| 3Y | +69.9% | +17.9% | +52.0% | +56.6% |
| 5Y | +59.7% | -34.0% | +93.7% | +48.1% |
| All | +59.7% | -35.9% | +95.5% | +48.1% |
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 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