+10.0%
O vs EXE
-21.4%
+31.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +0.6% | +1.5% | -0.9% | +0.5% |
| 30D | +9.4% | -0.2% | +9.6% | +9.4% |
| 3M | -2.4% | -9.2% | +6.9% | -2.0% |
| 6M | -1.9% | -7.2% | +5.4% | -1.6% |
| YTD | +10.5% | -18.3% | +28.7% | +11.5% |
| 1Y | +10.0% | -23.6% | +33.6% | +12.7% |
| All | +10.0% | -21.4% | +31.3% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling