+1,154.6%
ROL vs VIVK
-100.0%
+1,254.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.7% | -10.2% | -2.5% |
| 7D | -3.4% | +13.1% | -16.5% | -3.4% |
| 30D | -6.9% | -29.7% | +22.7% | -6.9% |
| 3M | -24.6% | -93.0% | +68.4% | -24.6% |
| 6M | -39.5% | -98.0% | +58.4% | -39.5% |
| YTD | -41.1% | -97.8% | +56.7% | -41.1% |
| 1Y | -37.9% | -100.0% | +62.0% | -37.9% |
| 3Y | +0.8% | -100.0% | +100.8% | +0.9% |
| 5Y | -4.7% | -100.0% | +95.3% | -4.6% |
| 10Y | +207.9% | -100.0% | +307.9% | +208.8% |
| All | +1,154.6% | -100.0% | +1,254.6% | +1,171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling