+153.4%
EXE vs ROP
+22.2%
+131.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +5.3% | +0.7% | +4.6% | +5.2% |
| 30D | -2.2% | +28.8% | -31.0% | -8.2% |
| 3M | -5.9% | +21.1% | -26.9% | -10.4% |
| 6M | -5.7% | +52.5% | -58.2% | -15.9% |
| YTD | -17.8% | +8.9% | -26.7% | -19.3% |
| 1Y | -23.1% | +8.2% | -31.4% | -24.4% |
| 3Y | +21.2% | -5.2% | +26.3% | +23.6% |
| 5Y | +78.8% | +1.7% | +77.1% | +68.6% |
| All | +153.4% | +22.2% | +131.2% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling