+104.9%
EXPE vs RGEN
-42.4%
+147.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -9.5% | -4.9% | -4.6% | -8.3% |
| 30D | -6.6% | +5.7% | -12.3% | -8.1% |
| 3M | +31.4% | +32.4% | -1.1% | +21.2% |
| 6M | +35.2% | +33.2% | +2.0% | +23.9% |
| YTD | +5.8% | +2.3% | +3.5% | +3.7% |
| 1Y | +38.7% | +39.0% | -0.3% | +24.4% |
| 3Y | +175.8% | -4.6% | +180.4% | +158.3% |
| All | +104.9% | -42.4% | +147.3% | +86.4% |
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