+8.9%
ROL vs ROIV
+280.9%
-271.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +3.0% | -1.3% |
| 7D | -1.7% | +9.2% | -10.9% | -2.0% |
| 30D | +18.5% | +19.9% | -1.4% | +17.8% |
| 3M | +4.3% | +10.6% | -6.2% | +3.9% |
| 6M | -27.7% | +36.1% | -63.8% | -28.7% |
| YTD | -35.8% | +84.3% | -120.1% | -37.5% |
| 1Y | -34.1% | +87.6% | -121.7% | -35.9% |
| 3Y | +2.9% | +353.9% | -351.0% | -3.3% |
| 5Y | +12.7% | +376.1% | -363.4% | +3.9% |
| All | +8.9% | +280.9% | -271.9% | +7.3% |
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