+3,562.1%
ROP vs EXEL
+353.7%
+3,208.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -1.4% |
| 7D | -1.6% | +2.3% | -3.9% | -2.0% |
| 30D | +29.5% | +19.8% | +9.7% | +26.5% |
| 3M | +17.5% | +32.7% | -15.1% | +13.2% |
| 6M | +38.1% | +49.0% | -10.9% | +30.7% |
| YTD | +7.0% | +63.7% | -56.7% | -0.3% |
| 1Y | +6.5% | +75.8% | -69.3% | -1.7% |
| 3Y | -5.5% | +241.3% | -246.8% | -21.7% |
| 5Y | -0.4% | +289.0% | -289.4% | -19.8% |
| 10Y | +183.6% | +377.6% | -194.0% | +107.8% |
| All | +3,562.1% | +353.7% | +3,208.4% | +1,488.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling