+206.6%
ROL vs VIAV
+419.4%
-212.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.1% |
| 7D | -3.2% | +11.2% | -14.3% | -4.4% |
| 30D | -4.9% | -10.1% | +5.2% | -4.0% |
| 3M | -25.8% | -22.9% | -3.0% | -24.3% |
| 6M | -37.6% | +28.8% | -66.3% | -42.0% |
| YTD | -41.5% | +117.5% | -158.9% | -50.8% |
| 1Y | -39.5% | +216.1% | -255.5% | -52.7% |
| 3Y | +0.1% | +292.2% | -292.1% | -26.9% |
| 5Y | -4.6% | +141.0% | -145.6% | -23.8% |
| All | +206.6% | +419.4% | -212.9% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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