-15.9%
ROP vs EXR
+24.9%
-40.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.3% | -3.3% |
| 7D | -4.4% | -2.6% | -1.9% | -3.9% |
| 30D | +3.2% | -7.2% | +10.4% | +5.0% |
| 3M | +23.1% | -3.5% | +26.6% | +24.2% |
| 6M | +13.3% | -5.3% | +18.6% | +14.6% |
| YTD | -7.9% | +9.4% | -17.2% | -10.0% |
| 1Y | -22.1% | +1.3% | -23.4% | -22.5% |
| All | -15.9% | +24.9% | -40.8% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling