+713.2%
EXPE vs RGEN
+7,210.1%
-6,496.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.6% |
| 7D | -11.2% | -2.4% | -8.8% | -10.7% |
| 30D | -7.5% | +0.1% | -7.5% | -7.5% |
| 3M | -19.1% | +6.6% | -25.7% | -20.4% |
| 6M | +10.7% | +40.9% | -30.2% | +2.9% |
| YTD | -9.9% | +6.2% | -16.1% | -12.0% |
| 1Y | -4.6% | +19.4% | -24.1% | -8.8% |
| 3Y | +116.8% | +17.9% | +98.9% | +100.6% |
| 5Y | +38.6% | -34.0% | +72.6% | +36.9% |
| 10Y | +115.9% | +453.9% | -338.0% | +43.2% |
| All | +713.2% | +7,210.1% | -6,496.9% | +240.5% |
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 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