-22.1%
ROP vs EXEL
+59.2%
-81.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | -4.4% | +8.4% | -12.8% | -4.3% |
| 30D | +3.2% | +4.1% | -0.8% | +3.3% |
| 3M | +23.1% | +12.4% | +10.6% | +23.3% |
| 6M | +13.3% | +41.5% | -28.2% | +13.7% |
| YTD | -7.9% | +34.6% | -42.5% | -7.7% |
| 1Y | -22.1% | +57.9% | -79.9% | -21.7% |
| All | -22.1% | +59.2% | -81.3% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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