+205.1%
ROL vs VIVK
-100.0%
+305.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.4% | 0.0% |
| 7D | -3.2% | -9.5% | +6.2% | -3.2% |
| 30D | -6.6% | -35.1% | +28.5% | -6.5% |
| 3M | -27.3% | -93.4% | +66.1% | -26.6% |
| 6M | -38.1% | -98.0% | +59.9% | -37.3% |
| YTD | -41.8% | -97.9% | +56.1% | -41.3% |
| 1Y | -37.8% | -100.0% | +62.2% | -36.1% |
| 3Y | -0.3% | -100.0% | +99.7% | +1.8% |
| 5Y | -5.1% | -100.0% | +94.9% | -3.1% |
| All | +205.1% | -100.0% | +305.1% | +199.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling