+179.3%
EXE vs RL
+246.6%
-67.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -1.8% | +1.9% | -3.7% | -2.2% |
| 30D | +6.4% | -12.2% | +18.6% | +9.1% |
| 3M | +9.2% | -6.6% | +15.9% | +10.4% |
| 6M | -7.0% | +3.2% | -10.1% | -8.7% |
| YTD | -9.5% | -1.3% | -8.2% | -10.4% |
| 1Y | +6.2% | +13.6% | -7.4% | +1.4% |
| 3Y | +20.7% | +210.9% | -190.1% | -13.6% |
| 5Y | +103.6% | +246.9% | -143.2% | +35.0% |
| All | +179.3% | +246.6% | -67.3% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling