+174.8%
EXE vs ROP
-0.9%
+175.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -2.7% | -6.1% | +3.4% | -1.2% |
| 30D | -0.4% | -3.4% | +3.0% | +0.4% |
| 3M | +9.5% | +16.7% | -7.2% | +4.8% |
| 6M | -9.3% | +8.1% | -17.4% | -11.5% |
| YTD | -10.9% | -11.7% | +0.8% | -7.8% |
| 1Y | +4.3% | -24.2% | +28.5% | +13.1% |
| 3Y | +18.8% | -19.0% | +37.8% | +25.6% |
| 5Y | +101.4% | -15.9% | +117.3% | +101.6% |
| All | +174.8% | -0.9% | +175.7% | +188.5% |
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 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