+130.4%
EXPE vs ROP
+183.9%
-53.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -4.2% | -2.7% | -1.5% | -2.5% |
| 30D | -4.5% | +29.7% | -34.2% | -19.1% |
| 3M | -19.7% | +21.2% | -40.9% | -29.1% |
| 6M | +18.3% | +48.3% | -30.0% | -9.1% |
| YTD | -7.3% | +8.4% | -15.7% | -12.7% |
| 1Y | -3.9% | +6.0% | -9.9% | -8.1% |
| 3Y | +123.0% | -5.6% | +128.6% | +127.7% |
| 5Y | +47.9% | +1.3% | +46.7% | +43.3% |
| All | +130.4% | +183.9% | -53.6% | +31.1% |
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