+10.4%
ROL vs ROIV
+292.3%
-281.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +3.4% | +14.3% | -10.9% | +2.9% |
| 30D | +20.8% | +16.2% | +4.5% | +20.1% |
| 3M | +3.7% | +15.1% | -11.4% | +3.2% |
| 6M | -27.7% | +44.2% | -71.9% | -28.7% |
| YTD | -34.9% | +89.8% | -124.7% | -36.7% |
| 1Y | -33.3% | +94.6% | -127.9% | -35.2% |
| 3Y | +4.3% | +367.5% | -363.2% | -2.1% |
| 5Y | +15.0% | +421.4% | -406.4% | +5.6% |
| All | +10.4% | +292.3% | -281.9% | +8.6% |
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