-36.0%
ROL vs VIVK
-100.0%
+64.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -12.3% | +12.7% | +0.3% |
| 7D | -1.4% | -1.4% | -0.1% | -1.4% |
| 30D | -4.1% | -43.6% | +39.5% | -4.6% |
| 3M | -22.5% | -95.1% | +72.6% | -23.2% |
| 6M | -37.7% | -98.2% | +60.5% | -38.3% |
| YTD | -39.6% | -97.9% | +58.3% | -40.3% |
| 1Y | -36.0% | -100.0% | +64.0% | -37.7% |
| All | -36.0% | -100.0% | +64.0% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling