+5.6%
VNQ vs ROP
-23.7%
+29.4%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.3% | -4.6% | +3.3% | -0.9% |
| 30D | -2.6% | -1.7% | -0.9% | -2.4% |
| 3M | -2.0% | +17.1% | -19.1% | -3.0% |
| 6M | +4.3% | +10.9% | -6.5% | +3.6% |
| YTD | +9.2% | -12.1% | +21.3% | +10.7% |
| 1Y | +5.6% | -24.2% | +29.9% | +6.9% |
| All | +5.6% | -23.7% | +29.4% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling