-14.9%
ROP vs VLTO
+27.2%
-42.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -2.9% |
| 7D | -4.4% | -2.3% | -2.2% | -3.5% |
| 30D | +3.2% | -0.9% | +4.1% | +3.6% |
| 3M | +23.1% | +13.8% | +9.2% | +17.5% |
| 6M | +13.3% | +2.0% | +11.3% | +12.3% |
| YTD | -7.9% | -3.2% | -4.7% | -7.0% |
| 1Y | -22.1% | -9.2% | -12.9% | -19.7% |
| All | -14.9% | +27.2% | -42.1% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling