-37.8%
ROL vs VICR
+253.2%
-291.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.2% | -0.1% |
| 7D | -3.2% | -0.4% | -2.8% | -3.2% |
| 30D | -6.6% | -15.6% | +8.9% | -7.1% |
| 3M | -27.3% | -35.4% | +8.1% | -28.3% |
| 6M | -38.1% | +1.3% | -39.4% | -39.3% |
| YTD | -41.8% | +62.5% | -104.2% | -42.5% |
| 1Y | -37.8% | +255.5% | -293.3% | -35.0% |
| All | -37.8% | +253.2% | -291.0% | -35.0% |
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