+10,643.6%
RGEN vs EXR
+2,662.2%
+7,981.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -4.9% | -2.6% | -2.4% | -4.0% |
| 30D | +5.7% | -7.2% | +12.9% | +8.6% |
| 3M | +32.4% | -3.5% | +35.9% | +34.1% |
| 6M | +33.2% | -5.3% | +38.5% | +35.8% |
| YTD | +2.3% | +9.4% | -7.1% | -1.4% |
| 1Y | +39.0% | +1.3% | +37.7% | +37.7% |
| 3Y | -4.6% | +22.4% | -27.0% | -12.7% |
| 5Y | -42.7% | -12.2% | -30.5% | -41.2% |
| 10Y | +433.6% | +148.6% | +285.0% | +271.6% |
| All | +10,643.6% | +2,662.2% | +7,981.4% | +2,436.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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