-1.2%
ROP vs VLTO
+56.1%
-57.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.4% |
| 7D | -1.6% | +2.0% | -3.7% | -2.5% |
| 30D | +29.5% | +21.8% | +7.7% | +19.2% |
| 3M | +17.5% | +20.2% | -2.7% | +8.7% |
| 6M | +38.1% | +36.3% | +1.7% | +21.9% |
| YTD | +7.0% | +18.8% | -11.9% | -1.0% |
| 1Y | +6.5% | +20.4% | -13.9% | -2.0% |
| 3Y | -5.5% | +71.9% | -77.4% | -18.7% |
| All | -1.2% | +56.1% | -57.3% | -13.9% |
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