-15.4%
ROP vs MKTX
-60.6%
+45.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -8.0% | -0.2% | -7.8% | -8.0% |
| 30D | -2.7% | +0.8% | -3.6% | -2.9% |
| 3M | +16.6% | +41.1% | -24.5% | +9.5% |
| 6M | +10.4% | -9.5% | +19.9% | +12.2% |
| YTD | -12.1% | -8.7% | -3.4% | -10.8% |
| 1Y | -23.6% | -10.0% | -13.7% | -22.4% |
| 3Y | -19.3% | -24.6% | +5.3% | -17.3% |
| 5Y | -15.4% | -60.3% | +44.9% | -8.8% |
| All | -15.4% | -60.6% | +45.2% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling