+184.4%
ROP vs VICR
+978.3%
-793.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.9% | +0.7% |
| 7D | +0.7% | +8.3% | -7.6% | +0.1% |
| 30D | +28.8% | -35.2% | +64.0% | +31.6% |
| 3M | +21.1% | -29.8% | +50.9% | +22.2% |
| 6M | +52.5% | -48.6% | +101.1% | +55.4% |
| YTD | +8.9% | +45.1% | -36.2% | -2.4% |
| 1Y | +8.2% | +79.6% | -71.3% | -5.3% |
| 3Y | -5.2% | +335.4% | -340.6% | -29.4% |
| 5Y | +1.7% | -1.0% | +2.7% | -12.5% |
| All | +184.4% | +978.3% | -793.9% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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