+4.7%
ROL vs VIAV
+295.9%
-291.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +2.5% |
| 7D | +3.0% | +7.9% | -4.9% | +3.1% |
| 30D | +19.8% | -20.3% | +40.1% | +19.6% |
| 3M | +7.9% | -28.5% | +36.4% | +7.8% |
| 6M | -25.6% | -42.7% | +17.1% | -25.2% |
| YTD | -34.1% | +72.4% | -106.5% | -38.0% |
| 1Y | -31.4% | +81.5% | -112.8% | -35.7% |
| 3Y | +4.7% | +293.8% | -289.2% | -7.2% |
| All | +4.7% | +295.9% | -291.2% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling