+1,009.0%
ROP vs VIG
+655.8%
+353.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.7% | +3.5% | -2.8% | -3.3% |
| 30D | +28.8% | +4.9% | +23.9% | +21.6% |
| 3M | +21.1% | +2.5% | +18.5% | +17.4% |
| 6M | +52.5% | +11.0% | +41.5% | +34.5% |
| YTD | +8.9% | +16.0% | -7.1% | -9.0% |
| 1Y | +8.2% | +17.5% | -9.3% | -11.0% |
| 3Y | -5.2% | +67.0% | -72.2% | -48.9% |
| 5Y | +1.7% | +64.8% | -63.1% | -44.6% |
| 10Y | +185.4% | +263.6% | -78.2% | -42.2% |
| All | +1,009.0% | +655.8% | +353.2% | -14.6% |
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 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