+135.7%
ROP vs VO
+193.0%
-57.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.7% |
| 7D | -6.1% | -0.6% | -5.5% | -5.6% |
| 30D | -3.4% | -1.9% | -1.4% | -1.8% |
| 3M | +16.7% | +3.3% | +13.4% | +13.4% |
| 6M | +8.1% | +9.7% | -1.6% | -0.4% |
| YTD | -11.7% | +12.6% | -24.3% | -20.4% |
| 1Y | -24.2% | +13.6% | -37.9% | -32.3% |
| 3Y | -19.0% | +56.8% | -75.8% | -45.2% |
| 5Y | -15.9% | +42.3% | -58.1% | -38.9% |
| 10Y | +135.7% | +199.2% | -63.5% | -18.1% |
| All | +135.7% | +193.0% | -57.3% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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