-15.4%
ROP vs ITOT
+71.8%
-87.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | 0.0% |
| 7D | -8.0% | -2.0% | -6.0% | -6.7% |
| 30D | -2.7% | -2.0% | -0.8% | -1.4% |
| 3M | +16.6% | +4.5% | +12.1% | +12.8% |
| 6M | +10.4% | +12.6% | -2.3% | +0.9% |
| YTD | -12.1% | +12.0% | -24.1% | -19.3% |
| 1Y | -23.6% | +17.3% | -40.9% | -32.3% |
| 3Y | -19.3% | +75.2% | -94.6% | -47.4% |
| 5Y | -15.4% | +74.0% | -89.4% | -45.7% |
| All | -15.4% | +71.8% | -87.2% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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