+133.4%
ROP vs EXR
+147.0%
-13.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -5.4% | -0.7% | -4.7% | -5.2% |
| 30D | -1.6% | -6.9% | +5.3% | +0.6% |
| 3M | +18.8% | -3.0% | +21.8% | +20.1% |
| 6M | +8.2% | -2.9% | +11.1% | +9.0% |
| YTD | -10.5% | +9.3% | -19.8% | -13.4% |
| 1Y | -23.7% | -0.9% | -22.8% | -24.0% |
| 3Y | -17.9% | +24.7% | -42.6% | -25.9% |
| 5Y | -15.3% | -11.7% | -3.7% | -15.4% |
| 10Y | +133.4% | +148.4% | -15.0% | +76.9% |
| All | +133.4% | +147.0% | -13.6% | +76.9% |
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