+30,172.0%
EXPD vs RGEN
+1,634.9%
+28,537.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.2% | -2.4% |
| 7D | -7.2% | -1.9% | -5.2% | -7.1% |
| 30D | -3.3% | +3.7% | -7.0% | -3.5% |
| 3M | +3.4% | +8.8% | -5.4% | +2.9% |
| 6M | +22.7% | +38.0% | -15.3% | +20.5% |
| YTD | +24.5% | +5.9% | +18.7% | +23.7% |
| 1Y | +38.6% | +19.7% | +19.0% | +36.9% |
| 3Y | +71.5% | +20.5% | +51.0% | +67.9% |
| 5Y | +56.2% | -35.0% | +91.2% | +55.6% |
| 10Y | +310.5% | +540.9% | -230.4% | +271.9% |
| All | +30,172.0% | +1,634.9% | +28,537.1% | +20,489.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling