+10.8%
ROL vs ROIV
+287.3%
-276.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +1.9% |
| 7D | +7.5% | +13.3% | -5.8% | +7.1% |
| 30D | +21.1% | +14.8% | +6.4% | +20.6% |
| 3M | +3.1% | +11.9% | -8.8% | +2.7% |
| 6M | -27.4% | +42.4% | -69.8% | -28.5% |
| YTD | -34.7% | +87.4% | -122.1% | -36.5% |
| 1Y | -32.9% | +97.2% | -130.2% | -34.9% |
| 3Y | +6.1% | +375.7% | -369.5% | -0.4% |
| 5Y | +16.3% | +379.0% | -362.7% | +7.2% |
| All | +10.8% | +287.3% | -276.6% | +9.0% |
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