+28,965.7%
ROP vs VMC
+3,834.3%
+25,131.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -2.0% |
| 7D | -1.6% | +0.3% | -1.9% | -1.8% |
| 30D | +29.5% | +18.6% | +11.0% | +21.8% |
| 3M | +17.5% | +2.0% | +15.5% | +16.4% |
| 6M | +38.1% | +2.6% | +35.5% | +35.9% |
| YTD | +7.0% | +2.3% | +4.7% | +4.6% |
| 1Y | +6.5% | +1.7% | +4.8% | +4.2% |
| 3Y | -5.5% | +41.7% | -47.2% | -19.2% |
| 5Y | -0.4% | +46.6% | -47.0% | -17.1% |
| 10Y | +183.6% | +140.3% | +43.3% | +82.3% |
| All | +28,965.7% | +3,834.3% | +25,131.4% | +7,553.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling