+41.2%
ROL vs RVMD
+620.8%
-579.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.2% |
| 7D | -3.2% | -3.6% | +0.3% | -3.0% |
| 30D | -6.6% | -1.1% | -5.5% | -6.6% |
| 3M | -27.3% | +41.0% | -68.3% | -28.9% |
| 6M | -38.1% | +105.7% | -143.8% | -41.3% |
| YTD | -41.8% | +155.3% | -197.1% | -45.8% |
| 1Y | -37.8% | +402.7% | -440.5% | -44.9% |
| 3Y | -0.3% | +533.1% | -533.4% | -14.6% |
| 5Y | -5.1% | +583.5% | -588.6% | -21.3% |
| All | +41.2% | +620.8% | -579.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling