+105.4%
EXE vs RRX
+14.8%
+90.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | -2.2% | -3.7% | +1.5% | -1.6% |
| 30D | -0.8% | -9.3% | +8.5% | +0.8% |
| 3M | +10.0% | -21.8% | +31.8% | +13.8% |
| 6M | -6.3% | -22.0% | +15.7% | -4.2% |
| YTD | -10.7% | +11.9% | -22.6% | -16.7% |
| 1Y | +2.7% | +11.6% | -8.9% | -4.8% |
| 3Y | +19.1% | +2.2% | +16.9% | +9.9% |
| 5Y | +105.4% | +14.9% | +90.6% | +66.6% |
| All | +105.4% | +14.8% | +90.7% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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