+2,109.0%
ROL vs ITOT
+896.7%
+1,212.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -4.1% | 0.0% | -4.1% | -4.2% |
| 3M | -22.5% | +2.0% | -24.5% | -24.1% |
| 6M | -37.7% | +13.0% | -50.7% | -44.1% |
| YTD | -39.6% | +14.0% | -53.5% | -46.2% |
| 1Y | -36.0% | +19.9% | -55.9% | -45.6% |
| 3Y | -5.1% | +75.8% | -81.0% | -43.2% |
| 5Y | -3.4% | +73.8% | -77.2% | -42.8% |
| 10Y | +215.2% | +295.9% | -80.6% | -16.4% |
| All | +2,109.0% | +896.7% | +1,212.3% | +119.6% |
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