+183.6%
ROP vs EXPD
+334.2%
-150.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -2.2% |
| 7D | -1.6% | -5.5% | +3.8% | +0.6% |
| 30D | +29.5% | -1.9% | +31.4% | +30.3% |
| 3M | +17.5% | +6.1% | +11.5% | +14.1% |
| 6M | +38.1% | +21.6% | +16.4% | +25.8% |
| YTD | +7.0% | +27.9% | -20.9% | -5.8% |
| 1Y | +6.5% | +39.4% | -32.9% | -10.0% |
| 3Y | -5.5% | +72.7% | -78.1% | -30.1% |
| 5Y | -0.4% | +60.3% | -60.7% | -25.1% |
| 10Y | +183.6% | +332.6% | -149.0% | +26.3% |
| All | +183.6% | +334.2% | -150.6% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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