+2,307.4%
ROL vs ITOT
+875.1%
+1,432.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.9% |
| 7D | +3.0% | +2.5% | +0.5% | +0.9% |
| 30D | +19.8% | -1.7% | +21.5% | +21.1% |
| 3M | +7.9% | -3.4% | +11.3% | +10.4% |
| 6M | -25.6% | +2.1% | -27.8% | -27.6% |
| YTD | -34.1% | +11.5% | -45.6% | -40.5% |
| 1Y | -31.4% | +13.6% | -45.0% | -39.1% |
| 3Y | +4.7% | +77.2% | -72.5% | -38.1% |
| 5Y | +15.6% | +64.4% | -48.8% | -28.4% |
| 10Y | +220.6% | +288.6% | -68.0% | -14.0% |
| All | +2,307.4% | +875.1% | +1,432.4% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling