+392.1%
VNQ vs ROP
+1,489.3%
-1,097.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.7% |
| 7D | -0.4% | -5.4% | +5.0% | +3.0% |
| 30D | -2.5% | -1.6% | -0.9% | -1.8% |
| 3M | +1.4% | +18.8% | -17.5% | -10.0% |
| 6M | +4.6% | +8.2% | -3.7% | -2.4% |
| YTD | +10.5% | -10.5% | +21.0% | +15.0% |
| 1Y | +8.4% | -23.7% | +32.1% | +24.4% |
| 3Y | +32.4% | -17.9% | +50.3% | +42.4% |
| 5Y | +5.5% | -15.3% | +20.8% | +9.7% |
| 10Y | +59.1% | +133.4% | -74.3% | -22.8% |
| All | +392.1% | +1,489.3% | -1,097.2% | -24.0% |
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