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  • D vs ROP✓SelectedUSD · ROPD vs ROP performance historyLatest closeAs of-0.43%09/04
Stock and ETF performance explorer

D vs ROP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,699.0%
ROP return
+25,523.2%
Excess return
-23,824.2%
Maximum drawdown
-52.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioROPExcessAlpha
1D-0.4%-3.6%+3.1%+0.1%
7D+1.5%-4.4%+5.9%+2.2%
30D-2.6%+3.2%-5.8%-3.1%
3M0.0%+23.1%-23.0%-3.5%
6M+7.4%+13.3%-6.0%+4.8%
YTD+15.9%-7.9%+23.7%+16.6%
1Y+18.1%-22.1%+40.2%+22.1%
3Y+58.4%-16.8%+75.2%+61.4%
5Y+5.2%-13.5%+18.7%+6.1%
10Y+35.9%+137.7%-101.8%+17.9%
All+1,699.0%+25,523.2%-23,824.2%+1,116.9%

Cumulative growth

Daily Returns

Daily percentage return beside ROP.

Daily Out/Under-Performance

Portfolio return minus ROP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ROP 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded ROP 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling