+741.0%
ROP vs VCLT
+103.4%
+637.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -4.4% | -0.5% | -3.9% | -4.4% |
| 30D | +3.2% | -0.9% | +4.1% | +3.3% |
| 3M | +23.1% | -3.2% | +26.3% | +23.4% |
| 6M | +13.3% | -3.8% | +17.1% | +13.6% |
| YTD | -7.9% | -2.0% | -5.8% | -7.7% |
| 1Y | -22.1% | -0.8% | -21.2% | -22.0% |
| 3Y | -16.8% | +12.3% | -29.1% | -17.4% |
| 5Y | -13.5% | -15.4% | +1.9% | -16.7% |
| 10Y | +137.7% | +15.7% | +121.9% | +156.3% |
| All | +741.0% | +103.4% | +637.6% | +1,227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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