+730.7%
EXPE vs RGEN
+7,189.5%
-6,458.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.8% | -5.4% |
| 7D | -9.3% | -1.9% | -7.4% | -9.0% |
| 30D | +0.1% | +3.7% | -3.6% | -0.6% |
| 3M | -15.3% | +8.8% | -24.1% | -17.0% |
| 6M | +5.5% | +38.0% | -32.5% | -1.5% |
| YTD | -8.0% | +5.9% | -13.8% | -10.0% |
| 1Y | +18.9% | +19.7% | -0.8% | +13.5% |
| 3Y | +135.5% | +20.5% | +115.0% | +117.2% |
| 5Y | +44.3% | -35.0% | +79.3% | +42.9% |
| 10Y | +117.7% | +540.9% | -423.2% | +40.9% |
| All | +730.7% | +7,189.5% | -6,458.8% | +248.1% |
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 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