+2,156.7%
ROP vs VO
+797.8%
+1,358.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | +2.1% | -2.6% | +4.7% | +4.6% |
| 30D | +32.9% | -0.9% | +33.9% | +33.9% |
| 3M | +20.3% | -3.0% | +23.3% | +23.6% |
| 6M | +36.8% | +2.2% | +34.6% | +33.2% |
| YTD | +8.1% | +10.6% | -2.5% | -2.6% |
| 1Y | +8.3% | +12.5% | -4.2% | -4.1% |
| 3Y | -3.2% | +61.4% | -64.6% | -40.0% |
| 5Y | +1.7% | +33.4% | -31.7% | -25.7% |
| 10Y | +199.2% | +201.5% | -2.3% | -5.8% |
| All | +2,156.7% | +797.8% | +1,358.9% | +121.9% |
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