-11.8%
ROP vs EXPD
+61.6%
-73.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | -4.4% | -1.1% | -3.3% | -4.1% |
| 30D | +3.2% | +4.1% | -0.8% | +1.8% |
| 3M | +23.1% | +17.9% | +5.2% | +16.3% |
| 6M | +13.3% | +29.2% | -15.9% | +3.6% |
| YTD | -7.9% | +27.4% | -35.2% | -15.7% |
| 1Y | -22.1% | +56.8% | -78.9% | -34.1% |
| 3Y | -16.8% | +68.0% | -84.8% | -32.9% |
| All | -11.8% | +61.6% | -73.4% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling