+0.6%
ROP vs VLTO
+56.4%
-55.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +0.7% | +1.0% | -0.3% | +0.3% |
| 30D | +28.8% | +17.5% | +11.3% | +20.2% |
| 3M | +21.1% | +21.4% | -0.3% | +11.5% |
| 6M | +52.5% | +38.1% | +14.4% | +34.1% |
| YTD | +8.9% | +19.0% | -10.2% | +0.6% |
| 1Y | +8.2% | +20.7% | -12.4% | -0.5% |
| 3Y | -5.2% | +64.3% | -69.4% | -17.9% |
| All | +0.6% | +56.4% | -55.8% | -12.4% |
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