+184.4%
ROP vs EXPD
+335.0%
-150.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +0.7% | +5.5% | -4.8% | -1.6% |
| 30D | +28.8% | -0.8% | +29.6% | +28.9% |
| 3M | +21.1% | +4.1% | +16.9% | +18.5% |
| 6M | +52.5% | +25.7% | +26.9% | +37.0% |
| YTD | +8.9% | +31.4% | -22.5% | -5.3% |
| 1Y | +8.2% | +42.2% | -33.9% | -9.3% |
| 3Y | -5.2% | +77.2% | -82.3% | -30.6% |
| 5Y | +1.7% | +61.0% | -59.3% | -23.4% |
| All | +184.4% | +335.0% | -150.6% | +30.5% |
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