-15.4%
ROP vs MDY
+43.9%
-59.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | 0.0% |
| 7D | -8.0% | -2.5% | -5.5% | -6.7% |
| 30D | -2.7% | -5.0% | +2.3% | 0.0% |
| 3M | +16.6% | +0.5% | +16.1% | +15.9% |
| 6M | +10.4% | +8.0% | +2.4% | +4.9% |
| YTD | -12.1% | +12.2% | -24.2% | -18.3% |
| 1Y | -23.6% | +14.0% | -37.6% | -29.8% |
| 3Y | -19.3% | +48.2% | -67.5% | -37.4% |
| 5Y | -15.4% | +46.1% | -61.4% | -35.4% |
| All | -15.4% | +43.9% | -59.3% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling