-39.5%
ROL vs RVMD
+375.0%
-414.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -3.2% | -3.0% | -0.2% | -3.1% |
| 30D | -4.9% | -0.7% | -4.2% | -4.9% |
| 3M | -25.8% | +36.5% | -62.4% | -26.3% |
| 6M | -37.6% | +104.6% | -142.2% | -39.1% |
| YTD | -41.5% | +155.8% | -197.3% | -43.8% |
| 1Y | -39.5% | +340.7% | -380.2% | -44.4% |
| All | -39.5% | +375.0% | -414.5% | -44.4% |
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