-3.5%
ROP vs EXPD
+68.8%
-72.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.7% | -2.4% |
| 7D | +2.1% | -7.2% | +9.3% | +3.8% |
| 30D | +32.9% | -3.3% | +36.2% | +33.7% |
| 3M | +20.0% | +3.4% | +16.6% | +18.8% |
| 6M | +36.4% | +22.7% | +13.7% | +29.1% |
| YTD | +7.8% | +24.5% | -16.7% | +1.3% |
| 1Y | +8.0% | +38.6% | -30.7% | -1.4% |
| 3Y | -3.5% | +71.5% | -75.0% | -18.6% |
| All | -3.5% | +68.8% | -72.3% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling