-33.3%
ROL vs VLTO
+20.4%
-53.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +3.4% | +1.6% | +1.8% | +2.8% |
| 30D | +20.8% | +22.0% | -1.2% | +12.6% |
| 3M | +3.7% | +21.9% | -18.2% | -3.4% |
| 6M | -27.7% | +36.5% | -64.2% | -35.4% |
| YTD | -34.9% | +19.0% | -53.9% | -39.4% |
| 1Y | -33.3% | +21.0% | -54.3% | -38.2% |
| All | -33.3% | +20.4% | -53.7% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling