+8.5%
ROL vs ROIV
+270.3%
-261.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -2.3% |
| 7D | +9.5% | +5.3% | +4.2% | +9.3% |
| 30D | +22.9% | +11.9% | +11.0% | +22.5% |
| 3M | +3.5% | +10.7% | -7.2% | +3.1% |
| 6M | -29.4% | +34.9% | -64.3% | -30.3% |
| YTD | -36.1% | +79.2% | -115.2% | -37.7% |
| 1Y | -34.4% | +89.0% | -123.4% | -36.2% |
| 3Y | +4.0% | +337.3% | -333.3% | -2.2% |
| 5Y | +13.2% | +402.3% | -389.1% | +4.0% |
| All | +8.5% | +270.3% | -261.8% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling