+150.1%
EXE vs RL
+300.0%
-149.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | -2.2% | +1.3% | -3.5% | -2.6% |
| 30D | -0.3% | +7.6% | -7.9% | -1.9% |
| 3M | -9.3% | -1.5% | -7.8% | -9.3% |
| 6M | -7.2% | +12.1% | -19.3% | -10.0% |
| YTD | -18.9% | +13.9% | -32.8% | -22.2% |
| 1Y | -21.7% | +20.7% | -42.3% | -25.9% |
| 3Y | +21.0% | +260.6% | -239.6% | -16.0% |
| 5Y | +76.0% | +248.9% | -172.9% | +18.5% |
| All | +150.1% | +300.0% | -149.9% | +60.5% |
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