+150.1%
EXE vs ROP
+20.8%
+129.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -0.3% | +30.3% | -30.6% | -6.8% |
| 3M | -9.3% | +17.8% | -27.1% | -13.1% |
| 6M | -7.2% | +38.9% | -46.1% | -15.1% |
| YTD | -18.9% | +7.6% | -26.5% | -20.2% |
| 1Y | -21.7% | +6.5% | -28.2% | -22.7% |
| 3Y | +21.0% | -6.3% | +27.3% | +23.7% |
| 5Y | +76.0% | +0.9% | +75.0% | +66.5% |
| All | +150.1% | +20.8% | +129.3% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling