+6,372.7%
ROP vs MDY
+2,662.7%
+3,710.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -4.4% | +0.1% | -4.6% | -4.5% |
| 30D | +3.2% | -1.5% | +4.7% | +4.4% |
| 3M | +23.1% | +0.8% | +22.3% | +21.7% |
| 6M | +13.3% | +7.4% | +5.9% | +5.7% |
| YTD | -7.9% | +15.2% | -23.0% | -18.9% |
| 1Y | -22.1% | +16.5% | -38.6% | -32.3% |
| 3Y | -16.8% | +46.8% | -63.6% | -41.6% |
| 5Y | -13.5% | +46.0% | -59.6% | -40.4% |
| 10Y | +137.7% | +172.1% | -34.4% | -8.2% |
| All | +6,372.7% | +2,662.7% | +3,710.0% | +440.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling