-2.8%
EXPE vs ROP
+6.9%
-9.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -0.5% | +0.7% | -1.2% | -1.0% |
| 30D | -6.1% | +28.8% | -34.9% | -19.6% |
| 3M | -21.3% | +21.1% | -42.4% | -29.9% |
| 6M | +19.0% | +52.5% | -33.5% | -10.4% |
| YTD | -8.4% | +8.9% | -17.3% | -12.2% |
| 1Y | -2.8% | +8.2% | -11.0% | -5.5% |
| All | -2.8% | +6.9% | -9.7% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling