+184.0%
ROP vs EXR
+217.4%
-33.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -2.9% | -1.1% | -1.8% | -2.6% |
| 30D | +30.1% | +18.8% | +11.3% | +23.2% |
| 3M | +19.9% | +9.9% | +10.0% | +16.3% |
| 6M | +46.0% | +12.6% | +33.4% | +40.6% |
| YTD | +8.4% | +26.5% | -18.1% | 0.0% |
| 1Y | +8.8% | +24.5% | -15.7% | +0.9% |
| 3Y | -5.6% | +52.4% | -58.1% | -20.2% |
| 5Y | +3.0% | -1.5% | +4.5% | -0.3% |
| 10Y | +184.0% | +216.0% | -31.9% | +104.9% |
| All | +184.0% | +217.4% | -33.4% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling