+24,936.4%
ROP vs EXPD
+22,632.2%
+2,304.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.8% |
| 7D | -4.4% | -1.1% | -3.3% | -4.1% |
| 30D | +3.2% | +4.1% | -0.8% | +1.9% |
| 3M | +23.1% | +17.9% | +5.2% | +16.9% |
| 6M | +13.3% | +29.2% | -15.9% | +4.5% |
| YTD | -7.9% | +27.4% | -35.2% | -15.0% |
| 1Y | -22.1% | +56.8% | -78.9% | -32.7% |
| 3Y | -16.8% | +68.0% | -84.8% | -30.4% |
| 5Y | -13.5% | +61.9% | -75.4% | -27.7% |
| 10Y | +137.7% | +316.0% | -178.3% | +51.6% |
| All | +24,936.4% | +22,632.2% | +2,304.2% | +8,877.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling