-22.1%
ROP vs VYM
+21.4%
-43.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +3.2% | -0.5% | +3.8% | +3.4% |
| 3M | +23.1% | +3.0% | +20.0% | +21.6% |
| 6M | +13.3% | +8.2% | +5.1% | +9.8% |
| YTD | -7.9% | +15.8% | -23.7% | -13.1% |
| 1Y | -22.1% | +20.8% | -42.9% | -28.3% |
| All | -22.1% | +21.4% | -43.5% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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