+30,080.4%
ROP vs EXPD
+22,640.6%
+7,439.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +1.1% |
| 7D | +9.2% | -4.8% | +14.0% | +10.7% |
| 30D | +35.5% | -1.5% | +37.0% | +36.0% |
| 3M | +24.4% | +4.1% | +20.3% | +22.7% |
| 6M | +38.0% | +24.0% | +14.0% | +29.0% |
| YTD | +11.1% | +27.4% | -16.3% | +2.3% |
| 1Y | +10.9% | +38.4% | -27.5% | -0.4% |
| 3Y | -0.5% | +73.2% | -73.6% | -17.5% |
| 5Y | +4.5% | +59.9% | -55.3% | -12.3% |
| 10Y | +207.5% | +319.9% | -112.5% | +95.2% |
| All | +30,080.4% | +22,640.6% | +7,439.8% | +10,701.6% |
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 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