+1,761.3%
ROL vs VIG
+623.5%
+1,137.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | -1.4% | -0.4% | -1.0% | -1.0% |
| 30D | -4.1% | -1.0% | -3.1% | -3.2% |
| 3M | -22.5% | +2.8% | -25.3% | -24.7% |
| 6M | -37.7% | +8.2% | -45.9% | -42.4% |
| YTD | -39.6% | +11.0% | -50.6% | -45.6% |
| 1Y | -36.0% | +16.1% | -52.2% | -45.0% |
| 3Y | -5.1% | +56.2% | -61.3% | -39.9% |
| 5Y | -3.4% | +63.0% | -66.4% | -41.9% |
| 10Y | +215.2% | +241.4% | -26.2% | -16.0% |
| All | +1,761.3% | +623.5% | +1,137.7% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling