-0.4%
ROL vs VICR
+187.3%
-187.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -1.3% |
| 7D | -3.3% | +1.3% | -4.5% | -3.2% |
| 30D | -7.2% | -11.9% | +4.7% | -7.4% |
| 3M | -27.0% | -35.1% | +8.2% | -27.4% |
| 6M | -39.5% | +8.1% | -47.6% | -40.1% |
| YTD | -41.8% | +67.8% | -109.6% | -42.5% |
| 1Y | -38.9% | +267.3% | -306.2% | -39.6% |
| All | -0.4% | +187.3% | -187.8% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling