+29.9%
VNQ vs ROP
-19.1%
+49.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.6% | -8.0% | +5.4% | -0.5% |
| 30D | -2.3% | -2.7% | +0.4% | -1.7% |
| 3M | -2.8% | +16.6% | -19.4% | -7.2% |
| 6M | +2.5% | +10.4% | -7.9% | -0.7% |
| YTD | +8.4% | -12.1% | +20.5% | +14.3% |
| 1Y | +6.8% | -23.6% | +30.4% | +19.5% |
| All | +29.9% | -19.1% | +49.0% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling