+205.1%
ROL vs ITOT
+300.1%
-95.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | -3.2% | -2.0% | -1.2% | -2.0% |
| 30D | -6.6% | -2.0% | -4.7% | -5.5% |
| 3M | -27.3% | +4.5% | -31.8% | -29.4% |
| 6M | -38.1% | +12.6% | -50.7% | -42.8% |
| YTD | -41.8% | +12.0% | -53.8% | -46.1% |
| 1Y | -37.8% | +17.3% | -55.1% | -44.2% |
| 3Y | -0.3% | +75.2% | -75.6% | -33.0% |
| 5Y | -5.1% | +74.0% | -79.1% | -36.5% |
| All | +205.1% | +300.1% | -95.0% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling