-4.2%
ROL vs VIVK
-100.0%
+95.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.2% | -1.2% |
| 7D | -3.3% | -7.9% | +4.6% | -3.3% |
| 30D | -7.2% | -42.0% | +34.7% | -7.2% |
| 3M | -27.0% | -92.5% | +65.5% | -26.6% |
| 6M | -39.5% | -98.0% | +58.5% | -39.0% |
| YTD | -41.8% | -97.9% | +56.1% | -41.6% |
| 1Y | -38.9% | -100.0% | +61.1% | -37.6% |
| 3Y | -0.4% | -100.0% | +99.6% | +0.5% |
| 5Y | -4.2% | -100.0% | +95.8% | -4.8% |
| All | -4.2% | -100.0% | +95.8% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling