+2,146.6%
ROP vs VO
+822.0%
+1,324.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | +30.3% | +0.5% | +29.8% | +29.5% |
| 3M | +17.8% | -1.1% | +18.9% | +18.7% |
| 6M | +38.9% | +6.4% | +32.5% | +30.2% |
| YTD | +7.6% | +13.5% | -5.9% | -5.5% |
| 1Y | +6.5% | +13.6% | -7.1% | -6.6% |
| 3Y | -6.3% | +65.2% | -71.5% | -43.2% |
| 5Y | +0.9% | +37.7% | -36.8% | -28.5% |
| 10Y | +180.7% | +198.4% | -17.6% | -10.5% |
| All | +2,146.6% | +822.0% | +1,324.6% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling