+918.8%
ROP vs VEU
+174.2%
+744.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +0.7% | +2.1% | -1.4% | -1.0% |
| 30D | +28.8% | -0.9% | +29.7% | +29.3% |
| 3M | +21.1% | -5.4% | +26.4% | +25.8% |
| 6M | +52.5% | -1.8% | +54.3% | +52.1% |
| YTD | +8.9% | +10.9% | -2.1% | -3.2% |
| 1Y | +8.2% | +13.6% | -5.3% | -5.8% |
| 3Y | -5.2% | +69.3% | -74.4% | -41.7% |
| 5Y | +1.7% | +48.1% | -46.4% | -30.7% |
| 10Y | +185.4% | +148.0% | +37.4% | +23.7% |
| All | +918.8% | +174.2% | +744.6% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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