+118.5%
EXPE vs ROP
+189.6%
-71.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | -13.3% | -1.6% | -11.7% | -12.2% |
| 30D | -5.5% | +29.5% | -35.0% | -19.8% |
| 3M | -16.5% | +17.5% | -34.0% | -24.8% |
| 6M | +13.1% | +38.1% | -25.0% | -8.9% |
| YTD | -8.0% | +7.0% | -15.0% | -12.6% |
| 1Y | +1.1% | +6.5% | -5.4% | -3.6% |
| 3Y | +131.2% | -5.5% | +136.6% | +135.9% |
| 5Y | +39.8% | -0.4% | +40.1% | +36.7% |
| 10Y | +118.5% | +183.6% | -65.1% | +26.3% |
| All | +118.5% | +189.6% | -71.2% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling