+82.3%
VOO vs ROP
-14.2%
+96.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.6% |
| 7D | +0.5% | -5.4% | +6.0% | +2.7% |
| 30D | -0.9% | -1.6% | +0.7% | -0.4% |
| 3M | +3.9% | +18.8% | -15.0% | -4.3% |
| 6M | +14.5% | +8.2% | +6.3% | +9.7% |
| YTD | +13.0% | -10.5% | +23.4% | +18.7% |
| 1Y | +19.4% | -23.7% | +43.2% | +36.8% |
| 3Y | +78.9% | -17.9% | +96.7% | +93.0% |
| 5Y | +82.3% | -15.3% | +97.6% | +85.3% |
| All | +82.3% | -14.2% | +96.5% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling