-39.5%
ROL vs VIVK
-100.0%
+60.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.4% |
| 7D | -3.2% | -4.4% | +1.2% | -3.2% |
| 30D | -4.9% | -40.8% | +35.9% | -5.3% |
| 3M | -25.8% | -94.1% | +68.3% | -26.5% |
| 6M | -37.6% | -98.2% | +60.6% | -38.2% |
| YTD | -41.5% | -98.0% | +56.5% | -42.2% |
| 1Y | -39.5% | -100.0% | +60.5% | -41.2% |
| All | -39.5% | -100.0% | +60.5% | -41.2% |
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