+8.2%
ROP vs EXEL
+60.1%
-51.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +0.7% | -0.8% | +1.5% | +0.7% |
| 30D | +28.8% | +13.1% | +15.7% | +28.2% |
| 3M | +21.1% | +36.3% | -15.3% | +20.2% |
| 6M | +52.5% | +34.5% | +18.0% | +51.6% |
| YTD | +8.9% | +57.4% | -48.6% | +6.5% |
| 1Y | +8.2% | +62.9% | -54.7% | +5.7% |
| All | +8.2% | +60.1% | -51.9% | +5.7% |
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