+0.9%
ROP vs VIG
+64.1%
-63.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | +0.2% | +1.0% | -0.8% | -0.9% |
| 30D | +30.3% | +4.5% | +25.8% | +24.9% |
| 3M | +17.8% | +2.1% | +15.7% | +15.4% |
| 6M | +38.9% | +10.5% | +28.4% | +26.1% |
| YTD | +7.6% | +15.1% | -7.5% | -6.1% |
| 1Y | +6.5% | +16.9% | -10.4% | -8.6% |
| 3Y | -6.3% | +65.6% | -71.8% | -43.2% |
| 5Y | +0.9% | +64.4% | -63.4% | -38.0% |
| All | +0.9% | +64.1% | -63.2% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling