+208.2%
ROL vs VIG
+241.3%
-33.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.7% |
| 7D | -3.3% | -1.2% | -2.1% | -2.4% |
| 30D | -7.2% | -2.8% | -4.4% | -5.1% |
| 3M | -27.0% | +2.5% | -29.4% | -28.5% |
| 6M | -39.5% | +8.1% | -47.6% | -43.3% |
| YTD | -41.8% | +9.6% | -51.4% | -46.0% |
| 1Y | -38.9% | +14.2% | -53.0% | -45.2% |
| 3Y | -0.4% | +56.1% | -56.5% | -31.7% |
| 5Y | -4.2% | +62.8% | -67.1% | -36.8% |
| 10Y | +208.2% | +248.2% | -40.0% | +3.5% |
| All | +208.2% | +241.3% | -33.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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