-17.9%
ROP vs VMC
+22.8%
-40.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -2.4% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | -1.6% | -9.1% | +7.5% | +0.8% |
| 3M | +18.8% | -4.1% | +23.0% | +19.9% |
| 6M | +8.2% | -5.5% | +13.7% | +9.2% |
| YTD | -10.5% | -8.9% | -1.6% | -9.2% |
| 1Y | -23.7% | -12.9% | -10.8% | -21.6% |
| 3Y | -17.9% | +22.1% | -40.0% | -25.5% |
| All | -17.9% | +22.8% | -40.7% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling