+80.6%
RSP vs EXE
+155.8%
-75.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.0% |
| 7D | +0.4% | -3.9% | +4.4% | +1.1% |
| 30D | +3.7% | -2.6% | +6.3% | +4.1% |
| 3M | +0.8% | -6.9% | +7.6% | +1.8% |
| 6M | +9.1% | -9.3% | +18.4% | +10.5% |
| YTD | +16.7% | -20.7% | +37.5% | +20.7% |
| 1Y | +19.7% | -21.8% | +41.5% | +23.9% |
| 3Y | +66.7% | +16.2% | +50.5% | +58.0% |
| 5Y | +48.7% | +61.1% | -12.4% | +32.5% |
| All | +80.6% | +155.8% | -75.2% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling