+145.8%
RODM vs VT
+223.7%
-77.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -0.2% |
| 7D | +0.5% | +0.4% | +0.2% | +0.2% |
| 30D | +3.5% | -2.6% | +6.1% | +5.5% |
| 3M | 0.0% | -3.2% | +3.2% | +2.4% |
| 6M | +4.3% | +0.9% | +3.3% | +3.2% |
| YTD | +16.1% | +11.3% | +4.8% | +6.2% |
| 1Y | +21.5% | +14.0% | +7.5% | +9.0% |
| 3Y | +86.9% | +75.8% | +11.0% | +17.2% |
| 5Y | +66.2% | +57.8% | +8.4% | +13.1% |
| 10Y | +145.8% | +219.8% | -74.0% | -7.0% |
| All | +145.8% | +223.7% | -77.9% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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