+18.4%
ROP vs ROIV
+298.6%
-280.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -2.9% | +9.5% | -12.4% | -3.4% |
| 30D | +30.1% | +21.0% | +9.1% | +28.9% |
| 3M | +19.9% | +18.7% | +1.2% | +18.8% |
| 6M | +46.0% | +44.5% | +1.5% | +42.9% |
| YTD | +8.4% | +92.9% | -84.5% | +4.1% |
| 1Y | +8.8% | +100.2% | -91.4% | +4.3% |
| 3Y | -5.6% | +375.0% | -380.7% | -13.9% |
| 5Y | +3.0% | +435.2% | -432.2% | -11.2% |
| All | +18.4% | +298.6% | -280.2% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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