-0.6%
ROP vs VLTO
+56.3%
-56.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +0.2% | +1.6% | -1.4% | -0.5% |
| 30D | +30.3% | +22.0% | +8.4% | +19.8% |
| 3M | +17.8% | +21.9% | -4.1% | +8.3% |
| 6M | +38.9% | +36.5% | +2.4% | +22.6% |
| YTD | +7.6% | +19.0% | -11.4% | -0.5% |
| 1Y | +6.5% | +21.0% | -14.5% | -2.2% |
| 3Y | -6.3% | +69.9% | -76.2% | -19.3% |
| All | -0.6% | +56.3% | -56.9% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling