+444.2%
V vs ROP
+189.6%
+254.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | -0.8% | -1.6% | +0.9% | +0.2% |
| 30D | +9.5% | +29.5% | -20.0% | -6.5% |
| 3M | +16.7% | +17.5% | -0.9% | +5.2% |
| 6M | +32.9% | +38.1% | -5.1% | +7.5% |
| YTD | +21.1% | +7.0% | +14.1% | +14.0% |
| 1Y | +26.6% | +6.5% | +20.1% | +19.4% |
| 3Y | +78.4% | -5.5% | +83.8% | +79.4% |
| 5Y | +105.5% | -0.4% | +105.9% | +96.6% |
| 10Y | +444.2% | +183.6% | +260.7% | +215.1% |
| All | +444.2% | +189.6% | +254.6% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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