+1,907.1%
ROL vs VIG
+655.9%
+1,251.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.6% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +20.6% | +4.9% | +15.7% | +15.0% |
| 3M | +4.5% | +2.9% | +1.6% | +1.5% |
| 6M | -26.5% | +11.2% | -37.7% | -34.0% |
| YTD | -34.8% | +16.0% | -50.8% | -43.8% |
| 1Y | -33.2% | +17.0% | -50.1% | -42.9% |
| 3Y | +4.5% | +66.9% | -62.4% | -38.1% |
| 5Y | +15.5% | +65.8% | -50.3% | -31.7% |
| 10Y | +217.2% | +263.6% | -46.4% | -20.7% |
| All | +1,907.1% | +655.9% | +1,251.3% | +121.2% |
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