+184.4%
ROP vs VO
+197.6%
-13.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.7% | +3.1% | -2.4% | -1.8% |
| 30D | +28.8% | +2.2% | +26.6% | +26.3% |
| 3M | +21.1% | -2.5% | +23.5% | +23.3% |
| 6M | +52.5% | +7.0% | +45.6% | +43.7% |
| YTD | +8.9% | +14.0% | -5.1% | -3.0% |
| 1Y | +8.2% | +15.6% | -7.4% | -4.8% |
| 3Y | -5.2% | +66.2% | -71.3% | -38.9% |
| 5Y | +1.7% | +36.6% | -34.9% | -23.3% |
| All | +184.4% | +197.6% | -13.3% | +4.5% |
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