-24.2%
ROP vs VSH
+112.8%
-137.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -6.1% | +3.5% | -9.6% | -5.8% |
| 30D | -3.4% | -4.4% | +1.0% | -3.7% |
| 3M | +16.7% | -45.8% | +62.5% | +13.8% |
| 6M | +8.1% | +90.1% | -82.1% | +7.2% |
| YTD | -11.7% | +120.3% | -132.0% | -13.1% |
| 1Y | -24.2% | +112.2% | -136.5% | -26.6% |
| All | -24.2% | +112.8% | -137.0% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling