+180.7%
ROP vs EXEL
+363.4%
-182.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | +0.2% | -2.4% | +2.6% | +0.4% |
| 30D | +30.3% | +17.9% | +12.4% | +27.7% |
| 3M | +17.8% | +33.3% | -15.5% | +13.6% |
| 6M | +38.9% | +46.6% | -7.7% | +32.2% |
| YTD | +7.6% | +61.0% | -53.4% | +0.9% |
| 1Y | +6.5% | +70.4% | -63.9% | -1.0% |
| 3Y | -6.3% | +236.1% | -242.4% | -22.3% |
| 5Y | +0.9% | +284.8% | -283.9% | -19.1% |
| 10Y | +180.7% | +348.4% | -167.7% | +120.3% |
| All | +180.7% | +363.4% | -182.7% | +120.3% |
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