-4.7%
ROL vs VIG
+63.6%
-68.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.0% |
| 7D | -3.4% | -0.4% | -3.0% | -3.1% |
| 30D | -6.9% | -2.1% | -4.9% | -5.5% |
| 3M | -24.6% | +3.3% | -27.9% | -26.5% |
| 6M | -39.5% | +9.3% | -48.8% | -43.5% |
| YTD | -41.1% | +10.1% | -51.3% | -45.3% |
| 1Y | -37.9% | +14.7% | -52.7% | -44.1% |
| 3Y | +0.8% | +56.9% | -56.1% | -30.0% |
| 5Y | -4.7% | +62.9% | -67.6% | -35.7% |
| All | -4.7% | +63.6% | -68.3% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling