-24.2%
ROP vs MKTX
-10.6%
-13.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -1.7% | +0.7% | -2.4% | -1.7% |
| 3M | +17.1% | +40.8% | -23.7% | +12.3% |
| 6M | +10.9% | -8.0% | +18.8% | +16.1% |
| YTD | -12.1% | -8.7% | -3.4% | -8.2% |
| 1Y | -24.2% | -11.8% | -12.4% | -18.7% |
| All | -24.2% | -10.6% | -13.7% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling