-34.7%
ROL vs VICR
+76.0%
-110.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -11.1% | +13.9% | +2.1% |
| 7D | +14.6% | -26.6% | +41.1% | +12.8% |
| 30D | +29.3% | -47.9% | +77.2% | +25.9% |
| 3M | +2.0% | -29.8% | +31.8% | +0.7% |
| 6M | -28.5% | -36.6% | +8.1% | -30.4% |
| YTD | -35.3% | +45.1% | -80.5% | -39.3% |
| 1Y | -34.7% | +80.0% | -114.7% | -40.0% |
| All | -34.7% | +76.0% | -110.7% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling