-15.3%
ROP vs VSH
+65.5%
-80.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.8% |
| 7D | -5.4% | +6.2% | -11.6% | -5.9% |
| 30D | -1.6% | -11.1% | +9.5% | -0.8% |
| 3M | +18.8% | -44.9% | +63.8% | +24.9% |
| 6M | +8.2% | +90.0% | -81.7% | -7.2% |
| YTD | -10.5% | +118.8% | -129.3% | -25.8% |
| 1Y | -23.7% | +109.0% | -132.7% | -36.7% |
| 3Y | -17.9% | +35.6% | -53.5% | -26.9% |
| 5Y | -15.3% | +66.7% | -82.0% | -30.4% |
| All | -15.3% | +65.5% | -80.9% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling