+12.2%
ROL vs VLTO
+56.1%
-43.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | +7.5% | +2.0% | +5.5% | +6.8% |
| 30D | +21.1% | +21.8% | -0.7% | +13.1% |
| 3M | +3.1% | +20.2% | -17.1% | -3.4% |
| 6M | -27.4% | +36.3% | -63.8% | -35.1% |
| YTD | -34.7% | +18.8% | -53.6% | -38.9% |
| 1Y | -32.9% | +20.4% | -53.3% | -37.6% |
| 3Y | +6.1% | +71.9% | -65.8% | -7.3% |
| All | +12.2% | +56.1% | -43.9% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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