+11.7%
ROL vs ROIV
+276.5%
-264.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +2.6% |
| 7D | +3.0% | +1.7% | +1.3% | +2.9% |
| 30D | +19.8% | +17.6% | +2.2% | +19.1% |
| 3M | +7.9% | +9.0% | -1.1% | +7.5% |
| 6M | -25.6% | +35.3% | -60.9% | -26.6% |
| YTD | -34.1% | +82.2% | -116.3% | -35.8% |
| 1Y | -31.4% | +92.3% | -123.7% | -33.3% |
| 3Y | +4.7% | +336.8% | -332.1% | -1.5% |
| 5Y | +15.6% | +370.6% | -355.0% | +6.6% |
| All | +11.7% | +276.5% | -264.7% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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