+1,362.4%
ROP vs MKTX
+1,445.7%
-83.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.8% |
| 7D | -5.4% | +0.4% | -5.8% | -5.5% |
| 30D | -1.6% | +1.0% | -2.6% | -1.9% |
| 3M | +18.8% | +41.3% | -22.4% | +7.8% |
| 6M | +8.2% | -11.3% | +19.5% | +9.8% |
| YTD | -10.5% | -8.6% | -1.9% | -9.9% |
| 1Y | -23.7% | -11.1% | -12.7% | -22.9% |
| 3Y | -17.9% | -24.5% | +6.6% | -15.9% |
| 5Y | -15.3% | -61.4% | +46.1% | -0.3% |
| 10Y | +133.4% | +6.8% | +126.5% | +104.6% |
| All | +1,362.4% | +1,445.7% | -83.3% | +456.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling