+4.7%
ROL vs VIVK
-100.0%
+104.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.5% | +10.0% | +2.5% |
| 7D | +3.0% | -57.7% | +60.7% | +2.2% |
| 30D | +19.8% | -87.3% | +107.0% | +18.0% |
| 3M | +7.9% | -98.9% | +106.8% | +4.5% |
| 6M | -25.6% | -100.0% | +74.3% | -28.5% |
| YTD | -34.1% | -100.0% | +65.8% | -36.6% |
| 1Y | -31.4% | -100.0% | +68.6% | -34.8% |
| 3Y | +4.7% | -100.0% | +104.7% | -2.8% |
| All | +4.7% | -100.0% | +104.7% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling