+787.9%
ROP vs VYM
+490.3%
+297.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.4% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | -1.6% | -1.3% | -0.4% | -0.3% |
| 3M | +18.8% | +4.1% | +14.8% | +13.9% |
| 6M | +8.2% | +9.8% | -1.6% | -2.3% |
| YTD | -10.5% | +15.3% | -25.8% | -23.3% |
| 1Y | -23.7% | +20.0% | -43.8% | -37.5% |
| 3Y | -17.9% | +66.2% | -84.1% | -52.6% |
| 5Y | -15.3% | +77.5% | -92.9% | -54.8% |
| 10Y | +133.4% | +201.7% | -68.3% | -31.6% |
| All | +787.9% | +490.3% | +297.7% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling