-0.1%
ROP vs VLTO
+54.8%
-55.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | +2.1% | +5.4% | -3.2% | -0.2% |
| 30D | +32.9% | +22.3% | +10.6% | +22.1% |
| 3M | +20.3% | +19.6% | +0.7% | +11.5% |
| 6M | +36.8% | +35.2% | +1.6% | +21.2% |
| YTD | +8.1% | +17.9% | -9.8% | +0.4% |
| 1Y | +8.3% | +19.5% | -11.3% | -0.1% |
| 3Y | -3.2% | +73.9% | -77.2% | -16.8% |
| All | -0.1% | +54.8% | -55.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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