-4.2%
ROL vs VICR
+46.6%
-50.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -1.1% |
| 7D | -3.3% | +1.3% | -4.5% | -3.3% |
| 30D | -7.2% | -11.9% | +4.7% | -7.1% |
| 3M | -27.0% | -35.1% | +8.2% | -26.8% |
| 6M | -39.5% | +8.1% | -47.6% | -40.5% |
| YTD | -41.8% | +67.8% | -109.6% | -43.7% |
| 1Y | -38.9% | +267.3% | -306.2% | -42.5% |
| 3Y | -0.4% | +191.2% | -191.6% | -7.0% |
| 5Y | -4.2% | +48.1% | -52.3% | -4.8% |
| All | -4.2% | +46.6% | -50.8% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling