-4.2%
ROL vs RVMD
+591.3%
-595.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -3.3% | -0.7% | -2.5% | -3.2% |
| 30D | -7.2% | +0.3% | -7.6% | -7.3% |
| 3M | -27.0% | +38.9% | -65.8% | -28.4% |
| 6M | -39.5% | +108.1% | -147.6% | -42.4% |
| YTD | -41.8% | +160.7% | -202.5% | -45.6% |
| 1Y | -38.9% | +407.3% | -446.1% | -45.4% |
| 3Y | -0.4% | +546.6% | -547.0% | -13.6% |
| 5Y | -4.2% | +579.8% | -584.0% | -19.8% |
| All | -4.2% | +591.3% | -595.6% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling