+730.7%
EXPE vs ROP
+1,268.2%
-537.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -1.9% | -2.9% |
| 7D | -9.3% | +2.1% | -11.5% | -10.3% |
| 30D | +0.1% | +32.9% | -32.8% | -16.8% |
| 3M | -15.3% | +20.0% | -35.3% | -25.0% |
| 6M | +5.5% | +36.4% | -30.9% | -14.7% |
| YTD | -8.0% | +7.8% | -15.8% | -13.2% |
| 1Y | +18.9% | +8.0% | +10.9% | +12.1% |
| 3Y | +135.5% | -3.5% | +139.0% | +136.8% |
| 5Y | +44.3% | +1.5% | +42.8% | +39.8% |
| 10Y | +117.7% | +198.5% | -80.7% | -0.6% |
| All | +730.7% | +1,268.2% | -537.5% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling