+103.6%
EXE vs ROP
-14.2%
+117.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.1% | +1.0% |
| 7D | -1.8% | -5.4% | +3.6% | -0.4% |
| 30D | +6.4% | -1.6% | +8.0% | +6.8% |
| 3M | +9.2% | +18.8% | -9.6% | +3.7% |
| 6M | -7.0% | +8.2% | -15.2% | -9.3% |
| YTD | -9.5% | -10.5% | +1.0% | -6.3% |
| 1Y | +6.2% | -23.7% | +30.0% | +16.0% |
| 3Y | +20.7% | -17.9% | +38.6% | +27.5% |
| 5Y | +103.6% | -15.3% | +119.0% | +100.2% |
| All | +103.6% | -14.2% | +117.8% | +100.2% |
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 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