+759.7%
ROP vs VT
+363.9%
+395.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +2.4% |
| 7D | +11.7% | -0.3% | +12.0% | +12.0% |
| 30D | +35.5% | -1.4% | +36.9% | +37.0% |
| 3M | +25.3% | -1.4% | +26.7% | +26.5% |
| 6M | +38.9% | +5.5% | +33.4% | +30.3% |
| YTD | +11.4% | +12.8% | -1.5% | -2.6% |
| 1Y | +10.3% | +15.4% | -5.1% | -5.7% |
| 3Y | -0.2% | +76.9% | -77.1% | -43.9% |
| 5Y | +4.1% | +60.4% | -56.3% | -36.4% |
| 10Y | +208.2% | +232.8% | -24.5% | -8.7% |
| All | +759.7% | +363.9% | +395.8% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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