+129.7%
ROP vs MTB
+173.8%
-44.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -1.7% | -4.8% | +3.1% | -0.4% |
| 3M | +17.1% | +6.0% | +11.1% | +15.0% |
| 6M | +10.9% | +19.6% | -8.8% | +5.1% |
| YTD | -12.1% | +21.5% | -33.6% | -17.2% |
| 1Y | -24.2% | +24.7% | -48.9% | -29.3% |
| 3Y | -20.4% | +108.6% | -128.9% | -37.0% |
| 5Y | -15.4% | +106.7% | -122.1% | -35.4% |
| All | +129.7% | +173.8% | -44.1% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling