+153.4%
EXE vs RL
+286.7%
-133.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +5.3% | +2.6% | +2.7% | +4.8% |
| 30D | -2.2% | +2.9% | -5.1% | -2.9% |
| 3M | -5.9% | 0.0% | -5.9% | -6.1% |
| 6M | -5.7% | +17.1% | -22.8% | -9.4% |
| YTD | -17.8% | +10.1% | -28.0% | -20.6% |
| 1Y | -23.1% | +17.3% | -40.4% | -26.9% |
| 3Y | +21.2% | +249.3% | -228.1% | -15.4% |
| 5Y | +78.8% | +240.9% | -162.1% | +20.8% |
| All | +153.4% | +286.7% | -133.3% | +63.7% |
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