+6.5%
ROP vs EXPD
+39.4%
-32.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +0.2% | -7.4% | +7.6% | +1.5% |
| 30D | +30.3% | -2.1% | +32.4% | +30.5% |
| 3M | +17.8% | +5.7% | +12.1% | +16.1% |
| 6M | +38.9% | +21.4% | +17.5% | +32.4% |
| YTD | +7.6% | +27.6% | -20.0% | +2.7% |
| 1Y | +6.5% | +36.1% | -29.6% | 0.0% |
| All | +6.5% | +39.4% | -32.9% | 0.0% |
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