+129.7%
ROP vs VICR
+1,679.8%
-1,550.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.2% | -11.2% | -0.9% |
| 7D | -4.6% | +5.0% | -9.6% | -5.0% |
| 30D | -1.7% | -12.5% | +10.8% | -1.0% |
| 3M | +17.1% | -33.6% | +50.7% | +19.3% |
| 6M | +10.9% | +10.7% | +0.2% | +5.4% |
| YTD | -12.1% | +80.6% | -92.7% | -21.4% |
| 1Y | -24.2% | +288.4% | -312.6% | -38.6% |
| 3Y | -20.4% | +213.8% | -234.2% | -37.0% |
| 5Y | -15.4% | +58.8% | -74.2% | -30.8% |
| All | +129.7% | +1,679.8% | -1,550.1% | +19.6% |
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