+5.5%
EXPE vs ROP
+34.9%
-29.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -1.9% | -3.1% |
| 7D | -9.3% | +2.1% | -11.5% | -10.0% |
| 30D | +0.1% | +32.9% | -32.8% | -12.5% |
| 3M | -15.3% | +20.0% | -35.3% | -22.0% |
| 6M | +5.5% | +36.4% | -30.9% | -8.4% |
| All | +5.5% | +34.9% | -29.4% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling