-15.9%
ROP vs VICR
+46.6%
-62.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.5% | -1.2% |
| 7D | -6.1% | +1.3% | -7.4% | -6.2% |
| 30D | -3.4% | -11.9% | +8.6% | -3.2% |
| 3M | +16.7% | -35.1% | +51.8% | +17.4% |
| 6M | +8.1% | +8.1% | -0.1% | +5.0% |
| YTD | -11.7% | +67.8% | -79.4% | -16.9% |
| 1Y | -24.2% | +267.3% | -291.5% | -32.8% |
| 3Y | -19.0% | +191.2% | -210.2% | -29.0% |
| 5Y | -15.9% | +48.1% | -63.9% | -26.3% |
| All | -15.9% | +46.6% | -62.5% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling