+0.8%
ROP vs EXEL
+260.1%
-259.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.0% |
| 7D | +2.1% | +0.3% | +1.9% | +2.1% |
| 30D | +32.9% | +19.0% | +13.9% | +30.9% |
| 3M | +20.3% | +33.3% | -12.9% | +17.4% |
| 6M | +36.8% | +42.9% | -6.1% | +32.3% |
| YTD | +8.1% | +58.7% | -50.6% | +3.3% |
| 1Y | +8.3% | +70.5% | -62.3% | +2.7% |
| 3Y | -3.2% | +233.8% | -237.1% | -18.2% |
| All | +0.8% | +260.1% | -259.3% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling