+1,652.7%
ROP vs ITOT
+891.2%
+761.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.3% |
| 7D | -5.4% | +0.7% | -6.1% | -6.0% |
| 30D | -1.6% | -1.1% | -0.5% | -0.5% |
| 3M | +18.8% | +3.9% | +15.0% | +13.7% |
| 6M | +8.2% | +14.7% | -6.5% | -7.1% |
| YTD | -10.5% | +13.3% | -23.8% | -22.2% |
| 1Y | -23.7% | +19.1% | -42.9% | -37.3% |
| 3Y | -17.9% | +77.3% | -95.2% | -56.1% |
| 5Y | -15.3% | +74.1% | -89.4% | -54.8% |
| 10Y | +133.4% | +293.1% | -159.8% | -50.9% |
| All | +1,652.7% | +891.2% | +761.5% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling