+314.1%
VOO vs ROP
+135.7%
+178.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.0% | -8.0% | +6.0% | +2.0% |
| 30D | -1.7% | -2.7% | +1.1% | -0.5% |
| 3M | +4.7% | +16.6% | -11.9% | -4.2% |
| 6M | +12.6% | +10.4% | +2.2% | +5.3% |
| YTD | +11.8% | -12.1% | +23.8% | +17.3% |
| 1Y | +17.5% | -23.6% | +41.2% | +32.9% |
| 3Y | +77.0% | -19.3% | +96.3% | +91.8% |
| 5Y | +82.6% | -15.4% | +97.9% | +90.0% |
| All | +314.1% | +135.7% | +178.4% | +159.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling