+430.3%
ROL vs VEEV
+623.9%
-193.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.0% |
| 7D | -1.4% | -0.6% | -0.9% | -1.4% |
| 30D | -4.1% | +28.8% | -32.9% | -8.8% |
| 3M | -22.5% | +54.0% | -76.5% | -28.8% |
| 6M | -37.7% | +46.0% | -83.6% | -42.5% |
| YTD | -39.6% | +23.2% | -62.8% | -42.6% |
| 1Y | -36.0% | +1.9% | -37.9% | -37.2% |
| 3Y | -5.1% | +27.0% | -32.2% | -12.5% |
| 5Y | -3.4% | -13.4% | +10.0% | -6.3% |
| 10Y | +215.2% | +575.2% | -360.0% | +122.1% |
| All | +430.3% | +623.9% | -193.6% | +258.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling