+220.7%
ROL vs VICR
+978.3%
-757.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +2.7% |
| 7D | +3.0% | +8.3% | -5.3% | +2.6% |
| 30D | +19.8% | -35.2% | +54.9% | +21.8% |
| 3M | +7.9% | -29.8% | +37.7% | +8.7% |
| 6M | -25.6% | -48.6% | +22.9% | -24.5% |
| YTD | -34.1% | +45.1% | -79.3% | -38.9% |
| 1Y | -31.4% | +79.6% | -110.9% | -37.5% |
| 3Y | +4.7% | +335.4% | -330.7% | -15.4% |
| 5Y | +15.6% | -1.0% | +16.6% | +5.3% |
| All | +220.7% | +978.3% | -757.6% | +111.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling