-15.3%
ROP vs VIG
+63.6%
-78.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.1% |
| 7D | -5.4% | -0.4% | -5.0% | -5.0% |
| 30D | -1.6% | -2.1% | +0.4% | +0.4% |
| 3M | +18.8% | +3.3% | +15.5% | +15.1% |
| 6M | +8.2% | +9.3% | -1.1% | -0.9% |
| YTD | -10.5% | +10.1% | -20.6% | -18.6% |
| 1Y | -23.7% | +14.7% | -38.5% | -33.5% |
| 3Y | -17.9% | +56.9% | -74.8% | -47.6% |
| 5Y | -15.3% | +62.9% | -78.3% | -47.6% |
| All | -15.3% | +63.6% | -78.9% | -47.6% |
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