-15.3%
ROP vs VMC
+52.4%
-67.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -2.3% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | -1.6% | -9.1% | +7.5% | +1.5% |
| 3M | +18.8% | -4.1% | +23.0% | +20.1% |
| 6M | +8.2% | -5.5% | +13.7% | +9.4% |
| YTD | -10.5% | -8.9% | -1.6% | -8.9% |
| 1Y | -23.7% | -12.9% | -10.8% | -21.2% |
| 3Y | -17.9% | +22.1% | -40.0% | -27.2% |
| 5Y | -15.3% | +52.7% | -68.1% | -32.3% |
| All | -15.3% | +52.4% | -67.7% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling