+135.7%
ROP vs EXEL
+378.5%
-242.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.5% |
| 7D | -6.1% | -0.3% | -5.8% | -6.1% |
| 30D | -3.4% | +10.1% | -13.5% | -4.5% |
| 3M | +16.7% | +10.1% | +6.6% | +15.2% |
| 6M | +8.1% | +37.7% | -29.6% | +3.7% |
| YTD | -11.7% | +33.1% | -44.8% | -15.0% |
| 1Y | -24.2% | +52.4% | -76.6% | -28.5% |
| 3Y | -19.0% | +163.8% | -182.8% | -30.1% |
| 5Y | -15.9% | +198.5% | -214.4% | -29.6% |
| 10Y | +135.7% | +386.9% | -251.2% | +89.6% |
| All | +135.7% | +378.5% | -242.8% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling