+152.1%
EXE vs RBA
+84.4%
+67.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +1.5% | +0.6% | +0.9% | +1.4% |
| 30D | -0.2% | +9.0% | -9.2% | -1.2% |
| 3M | -9.2% | +7.2% | -16.4% | -10.1% |
| 6M | -7.2% | -7.8% | +0.5% | -6.6% |
| YTD | -18.3% | -6.4% | -11.9% | -18.2% |
| 1Y | -23.6% | -4.2% | -19.4% | -23.8% |
| 3Y | +21.9% | +64.1% | -42.1% | +13.8% |
| 5Y | +73.7% | +48.4% | +25.3% | +62.8% |
| All | +152.1% | +84.4% | +67.7% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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