+855.0%
EXPE vs RGEN
+6,942.0%
-6,087.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -9.5% | -4.9% | -4.6% | -8.7% |
| 30D | -6.6% | +5.7% | -12.3% | -7.7% |
| 3M | +31.4% | +32.4% | -1.1% | +24.1% |
| 6M | +35.2% | +33.2% | +2.0% | +27.2% |
| YTD | +5.8% | +2.3% | +3.5% | +4.4% |
| 1Y | +38.7% | +39.0% | -0.3% | +28.6% |
| 3Y | +175.8% | -4.6% | +180.4% | +164.9% |
| 5Y | +111.8% | -42.7% | +154.5% | +114.4% |
| 10Y | +179.7% | +433.6% | -253.9% | +86.8% |
| All | +855.0% | +6,942.0% | -6,087.0% | +304.1% |
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