+838.7%
ROP vs VIG
+623.5%
+215.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.0% |
| 7D | -4.4% | -0.4% | -4.0% | -3.9% |
| 30D | +3.2% | -1.0% | +4.2% | +4.4% |
| 3M | +23.1% | +2.8% | +20.3% | +19.0% |
| 6M | +13.3% | +8.2% | +5.1% | +2.8% |
| YTD | -7.9% | +11.0% | -18.9% | -18.8% |
| 1Y | -22.1% | +16.1% | -38.2% | -35.0% |
| 3Y | -16.8% | +56.2% | -73.0% | -51.4% |
| 5Y | -13.5% | +63.0% | -76.5% | -52.3% |
| 10Y | +137.7% | +241.4% | -103.7% | -48.0% |
| All | +838.7% | +623.5% | +215.1% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling