+29.4%
EXPE vs RGEN
+39.1%
-9.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -8.7% | -2.9% | -5.8% | -8.0% |
| 30D | -13.6% | -0.1% | -13.6% | -13.8% |
| 3M | +26.6% | +25.9% | +0.7% | +18.3% |
| 6M | +19.9% | +35.2% | -15.3% | +10.1% |
| YTD | -1.7% | +0.5% | -2.2% | -6.2% |
| 1Y | +29.4% | +37.0% | -7.5% | +23.1% |
| All | +29.4% | +39.1% | -9.6% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling