+135.7%
ROP vs VMC
+146.8%
-11.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +1.9% | -0.3% |
| 7D | -6.1% | -5.3% | -0.8% | -4.5% |
| 30D | -3.4% | -12.3% | +8.9% | +0.6% |
| 3M | +16.7% | -10.3% | +27.0% | +20.4% |
| 6M | +8.1% | -8.6% | +16.6% | +10.3% |
| YTD | -11.7% | -11.9% | +0.2% | -9.2% |
| 1Y | -24.2% | -13.9% | -10.3% | -21.6% |
| 3Y | -19.0% | +18.2% | -37.1% | -25.4% |
| 5Y | -15.9% | +47.7% | -63.6% | -28.8% |
| 10Y | +135.7% | +152.5% | -16.8% | +61.6% |
| All | +135.7% | +146.8% | -11.1% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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