+15.5%
ROL vs ROIV
+421.8%
-406.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | +0.8% | +9.5% | -8.7% | +0.5% |
| 30D | +20.6% | +21.0% | -0.4% | +19.8% |
| 3M | +4.5% | +18.7% | -14.2% | +3.8% |
| 6M | -26.5% | +44.5% | -71.0% | -27.6% |
| YTD | -34.8% | +92.9% | -127.7% | -36.6% |
| 1Y | -33.2% | +100.2% | -133.4% | -35.1% |
| 3Y | +4.5% | +375.0% | -370.6% | -1.8% |
| 5Y | +15.5% | +435.2% | -419.6% | +4.6% |
| All | +15.5% | +421.8% | -406.3% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling