+129.7%
ROP vs VIG
+247.5%
-117.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | -8.0% | -2.2% | -5.8% | -5.8% |
| 30D | -2.7% | -3.2% | +0.5% | +0.6% |
| 3M | +16.6% | +3.0% | +13.6% | +13.0% |
| 6M | +10.4% | +8.1% | +2.2% | +1.4% |
| YTD | -12.1% | +9.1% | -21.1% | -19.9% |
| 1Y | -23.6% | +12.6% | -36.2% | -32.8% |
| 3Y | -19.3% | +55.4% | -74.7% | -49.6% |
| 5Y | -15.4% | +62.8% | -78.1% | -49.7% |
| All | +129.7% | +247.5% | -117.8% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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