+147.8%
RODM vs VT
+229.7%
-81.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.6% | +0.4% | +1.1% | +1.2% |
| 30D | +2.1% | +1.0% | +1.2% | +1.4% |
| 3M | +4.9% | +2.4% | +2.6% | +2.9% |
| 6M | +7.6% | +12.0% | -4.4% | -1.5% |
| YTD | +17.0% | +15.3% | +1.7% | +4.7% |
| 1Y | +24.1% | +22.6% | +1.5% | +5.8% |
| 3Y | +80.8% | +74.7% | +6.1% | +16.5% |
| 5Y | +62.8% | +66.1% | -3.4% | +8.3% |
| 10Y | +140.3% | +225.0% | -84.7% | -2.0% |
| All | +147.8% | +229.7% | -81.8% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling