+61.1%
EXE vs ROP
-0.2%
+61.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -3.9% | -1.6% | -2.3% | -3.6% |
| 30D | -2.6% | +29.5% | -32.1% | -9.4% |
| 3M | -6.9% | +17.5% | -24.4% | -11.1% |
| 6M | -9.3% | +38.1% | -47.4% | -17.8% |
| YTD | -20.7% | +7.0% | -27.7% | -21.9% |
| 1Y | -21.8% | +6.5% | -28.4% | -22.9% |
| 3Y | +16.2% | -5.5% | +21.7% | +18.6% |
| 5Y | +61.1% | -0.4% | +61.5% | +52.8% |
| All | +61.1% | -0.2% | +61.3% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling