-30.0%
ROP vs MULL
+2,620.5%
-2,650.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.4% | -6.7% | -1.2% |
| 7D | -6.1% | +14.8% | -20.9% | -5.9% |
| 30D | -3.4% | +36.6% | -39.9% | -2.8% |
| 3M | +16.7% | -8.9% | +25.6% | +17.1% |
| 6M | +8.1% | +311.9% | -303.9% | +5.1% |
| YTD | -11.7% | +579.8% | -591.5% | -16.3% |
| 1Y | -24.2% | +2,421.5% | -2,445.8% | -33.5% |
| All | -30.0% | +2,620.5% | -2,650.4% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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