-18.9%
EXE vs ROP
+10.4%
-29.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.8% | -3.1% |
| 7D | -4.7% | +11.7% | -16.4% | -5.4% |
| 30D | +1.0% | +35.5% | -34.4% | -1.5% |
| 3M | -5.6% | +25.6% | -31.3% | -7.5% |
| 6M | -12.3% | +39.3% | -51.6% | -14.5% |
| YTD | -19.5% | +11.6% | -31.1% | -17.2% |
| 1Y | -18.9% | +10.6% | -29.5% | -16.5% |
| All | -18.9% | +10.4% | -29.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling