+3.8%
ROL vs ROIV
+379.0%
-375.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +2.9% | +14.3% | -11.4% | +2.1% |
| 30D | +20.1% | +16.2% | +3.9% | +19.2% |
| 3M | +3.2% | +15.1% | -11.9% | +2.3% |
| 6M | -28.0% | +44.2% | -72.3% | -30.1% |
| YTD | -35.3% | +89.8% | -125.1% | -39.1% |
| 1Y | -33.6% | +94.6% | -128.2% | -37.8% |
| 3Y | +3.8% | +367.5% | -363.8% | -14.6% |
| All | +3.8% | +379.0% | -375.2% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling