+9,486.1%
ROL vs VICR
+12,032.4%
-2,546.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -0.2% |
| 7D | -1.4% | +0.4% | -1.9% | -1.5% |
| 30D | -4.1% | -13.9% | +9.8% | -2.7% |
| 3M | -22.5% | -38.4% | +15.9% | -19.5% |
| 6M | -37.7% | -7.2% | -30.5% | -39.9% |
| YTD | -39.6% | +72.0% | -111.6% | -46.5% |
| 1Y | -36.0% | +263.3% | -299.3% | -49.2% |
| 3Y | -5.1% | +173.3% | -178.4% | -26.4% |
| 5Y | -3.4% | +47.3% | -50.7% | -24.2% |
| 10Y | +215.2% | +1,495.2% | -1,279.9% | +61.0% |
| All | +9,486.1% | +12,032.4% | -2,546.3% | +3,161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling