+30,859.1%
EXPD vs RGEN
+1,576.0%
+29,283.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -1.1% | -4.9% | +3.8% | -0.9% |
| 30D | +4.1% | +5.7% | -1.6% | +3.8% |
| 3M | +17.9% | +32.4% | -14.5% | +16.2% |
| 6M | +29.2% | +33.2% | -4.0% | +27.2% |
| YTD | +27.4% | +2.3% | +25.1% | +26.9% |
| 1Y | +56.8% | +39.0% | +17.8% | +53.8% |
| 3Y | +68.0% | -4.6% | +72.7% | +66.2% |
| 5Y | +61.9% | -42.7% | +104.5% | +62.1% |
| 10Y | +316.0% | +433.6% | -117.6% | +279.7% |
| All | +30,859.1% | +1,576.0% | +29,283.1% | +21,011.9% |
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