+76.6%
RSP vs EXE
+151.8%
-75.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -1.0% | -6.6% | +5.5% | +0.1% |
| 30D | +2.6% | -4.0% | +6.6% | +3.2% |
| 3M | -0.8% | -7.5% | +6.7% | +0.3% |
| 6M | +6.3% | -11.7% | +17.9% | +8.1% |
| YTD | +14.1% | -22.0% | +36.1% | +18.3% |
| 1Y | +18.0% | -21.8% | +39.8% | +22.1% |
| 3Y | +61.0% | +8.0% | +53.0% | +54.7% |
| 5Y | +45.6% | +62.3% | -16.7% | +29.6% |
| All | +76.6% | +151.8% | -75.2% | +45.7% |
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 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