+140.6%
EXE vs RL
+277.0%
-136.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -6.6% | -4.2% | -2.4% | -5.9% |
| 30D | -4.0% | +4.3% | -8.3% | -4.9% |
| 3M | -7.5% | -4.6% | -2.9% | -6.8% |
| 6M | -11.7% | +1.7% | -13.4% | -12.6% |
| YTD | -22.0% | +7.3% | -29.3% | -24.2% |
| 1Y | -21.8% | +20.8% | -42.6% | -26.2% |
| 3Y | +8.0% | +247.0% | -238.9% | -24.6% |
| 5Y | +62.3% | +225.5% | -163.2% | +11.0% |
| All | +140.6% | +277.0% | -136.3% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling