-31.4%
ROL vs RVMD
+162.9%
-194.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.5% |
| 7D | +3.0% | -10.4% | +13.4% | +2.8% |
| 30D | +19.8% | -11.0% | +30.7% | +19.6% |
| 3M | +7.9% | -14.7% | +22.6% | +7.7% |
| 6M | -25.6% | +14.9% | -40.6% | -26.2% |
| YTD | -34.1% | +116.3% | -150.5% | -36.6% |
| 1Y | -31.4% | +167.6% | -199.0% | -38.2% |
| All | -31.4% | +162.9% | -194.3% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling