+178.5%
EXE vs RL
+250.6%
-72.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.5% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +8.5% | -7.8% | +16.2% | +10.1% |
| 3M | +5.5% | -4.0% | +9.5% | +6.0% |
| 6M | -5.9% | -1.9% | -4.0% | -6.5% |
| YTD | -9.7% | -0.2% | -9.6% | -10.9% |
| 1Y | +3.6% | +10.7% | -7.1% | -0.4% |
| 3Y | +18.0% | +210.8% | -192.7% | -15.4% |
| 5Y | +109.4% | +238.2% | -128.8% | +40.0% |
| All | +178.5% | +250.6% | -72.1% | +83.7% |
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 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