-33.3%
ROL vs ROIV
+104.3%
-137.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | +3.4% | +14.3% | -10.9% | +3.6% |
| 30D | +20.8% | +16.2% | +4.5% | +21.1% |
| 3M | +3.7% | +15.1% | -11.4% | +4.2% |
| 6M | -27.7% | +44.2% | -71.9% | -27.7% |
| YTD | -34.9% | +89.8% | -124.7% | -35.7% |
| 1Y | -33.3% | +94.6% | -127.9% | -34.7% |
| All | -33.3% | +104.3% | -137.6% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling