+2,871.3%
VIAV vs ROP
+5,686.8%
-2,815.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.2% | +5.5% |
| 7D | -4.6% | -4.4% | -0.2% | -2.5% |
| 30D | -10.4% | +3.2% | -13.6% | -12.4% |
| 3M | -34.5% | +23.1% | -57.5% | -42.9% |
| 6M | +7.0% | +13.3% | -6.3% | -4.1% |
| YTD | +95.6% | -7.9% | +103.5% | +93.3% |
| 1Y | +197.2% | -22.1% | +219.2% | +219.5% |
| 3Y | +232.0% | -16.8% | +248.8% | +241.1% |
| 5Y | +102.2% | -13.5% | +115.7% | +101.2% |
| 10Y | +344.6% | +137.7% | +207.0% | +152.9% |
| All | +2,871.3% | +5,686.8% | -2,815.5% | +413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling