+11.3%
ROL vs VLTO
+56.3%
-45.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +2.9% | +1.6% | +1.2% | +2.3% |
| 30D | +20.1% | +22.0% | -1.8% | +12.1% |
| 3M | +3.2% | +21.9% | -18.7% | -3.8% |
| 6M | -28.0% | +36.5% | -64.5% | -35.6% |
| YTD | -35.3% | +19.0% | -54.2% | -39.4% |
| 1Y | -33.6% | +21.0% | -54.6% | -38.3% |
| 3Y | +3.8% | +69.9% | -66.1% | -9.1% |
| All | +11.3% | +56.3% | -45.1% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling