+2.5%
ROL vs ROIV
+232.7%
-230.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.4% |
| 7D | -1.4% | +0.6% | -2.1% | -1.5% |
| 30D | -4.1% | +1.0% | -5.0% | -4.1% |
| 3M | -22.5% | +18.3% | -40.8% | -23.1% |
| 6M | -37.7% | +18.3% | -56.0% | -38.2% |
| YTD | -39.6% | +61.0% | -100.5% | -40.9% |
| 1Y | -36.0% | +177.9% | -213.9% | -38.7% |
| 3Y | -5.1% | +199.1% | -204.2% | -9.9% |
| 5Y | -3.4% | +250.7% | -254.1% | -7.9% |
| All | +2.5% | +232.7% | -230.1% | +1.5% |
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