+3.6%
EXE vs ROP
-21.5%
+25.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.9% |
| 7D | -0.3% | -4.4% | +4.2% | +0.1% |
| 30D | +8.5% | +3.2% | +5.2% | +8.2% |
| 3M | +5.5% | +23.1% | -17.6% | +3.6% |
| 6M | -5.9% | +13.3% | -19.2% | -6.4% |
| YTD | -9.7% | -7.9% | -1.9% | -5.9% |
| 1Y | +3.6% | -22.1% | +25.6% | +10.2% |
| All | +3.6% | -21.5% | +25.0% | +10.2% |
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