+206.6%
ROL vs VEEV
+556.2%
-349.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | -3.2% | -4.6% | +1.5% | -2.2% |
| 30D | -4.9% | +8.6% | -13.6% | -7.0% |
| 3M | -25.8% | +62.4% | -88.3% | -33.6% |
| 6M | -37.6% | +40.3% | -77.8% | -42.7% |
| YTD | -41.5% | +17.5% | -59.0% | -44.3% |
| 1Y | -39.5% | -6.1% | -33.4% | -39.6% |
| 3Y | +0.1% | +16.7% | -16.5% | -7.3% |
| 5Y | -4.6% | -13.3% | +8.8% | -7.2% |
| All | +206.6% | +556.2% | -349.6% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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