-23.6%
ROP vs VMC
-13.8%
-9.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -8.0% | -3.7% | -4.3% | -7.5% |
| 30D | -2.7% | -12.8% | +10.0% | -0.7% |
| 3M | +16.6% | -7.9% | +24.5% | +18.4% |
| 6M | +10.4% | -7.5% | +17.9% | +11.6% |
| YTD | -12.1% | -11.6% | -0.4% | -10.8% |
| 1Y | -23.6% | -14.3% | -9.4% | -21.6% |
| All | -23.6% | -13.8% | -9.8% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling