+129.7%
ROP vs VYM
+209.2%
-79.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.6% |
| 7D | -4.6% | -0.8% | -3.8% | -3.9% |
| 30D | -1.7% | -2.2% | +0.6% | +0.4% |
| 3M | +17.1% | +3.1% | +14.0% | +13.7% |
| 6M | +10.9% | +9.7% | +1.1% | +1.4% |
| YTD | -12.1% | +14.9% | -27.0% | -23.1% |
| 1Y | -24.2% | +17.6% | -41.8% | -35.2% |
| 3Y | -20.4% | +65.3% | -85.7% | -51.0% |
| 5Y | -15.4% | +78.7% | -94.1% | -51.9% |
| All | +129.7% | +209.2% | -79.5% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling