+39.5%
EXPE vs RGEN
-35.1%
+74.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.8% | -5.7% |
| 7D | -9.3% | -1.9% | -7.4% | -8.8% |
| 30D | +0.1% | +3.7% | -3.6% | -1.0% |
| 3M | -15.3% | +8.8% | -24.1% | -17.8% |
| 6M | +5.5% | +38.0% | -32.5% | -4.7% |
| YTD | -8.0% | +5.9% | -13.8% | -11.2% |
| 1Y | +18.9% | +19.7% | -0.8% | +11.0% |
| 3Y | +135.5% | +20.5% | +115.0% | +106.0% |
| All | +39.5% | -35.1% | +74.6% | +18.5% |
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