+46.5%
ROL vs RVMD
+644.5%
-598.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -1.4% | +1.0% | -2.5% | -1.5% |
| 30D | -4.1% | +6.4% | -10.5% | -4.5% |
| 3M | -22.5% | +34.9% | -57.4% | -24.0% |
| 6M | -37.7% | +107.6% | -145.2% | -40.9% |
| YTD | -39.6% | +163.7% | -203.3% | -43.9% |
| 1Y | -36.0% | +439.2% | -475.2% | -43.6% |
| 3Y | -5.1% | +499.2% | -504.3% | -18.4% |
| 5Y | -3.4% | +621.7% | -625.1% | -20.2% |
| All | +46.5% | +644.5% | -598.0% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling