+5.9%
ROP vs EXPD
+39.7%
-33.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.5% |
| 7D | -1.6% | -5.5% | +3.8% | -0.8% |
| 30D | +29.5% | -1.9% | +31.4% | +29.7% |
| 3M | +17.5% | +6.1% | +11.5% | +15.8% |
| 6M | +38.1% | +21.6% | +16.4% | +31.6% |
| YTD | +7.0% | +27.9% | -20.9% | +2.0% |
| All | +5.9% | +39.7% | -33.8% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling