+9.9%
ROL vs VLTO
+54.8%
-44.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | +9.5% | +5.4% | +4.1% | +7.5% |
| 30D | +22.9% | +22.3% | +0.6% | +14.6% |
| 3M | +3.5% | +19.6% | -16.1% | -2.8% |
| 6M | -29.4% | +35.2% | -64.5% | -36.6% |
| YTD | -36.1% | +17.9% | -53.9% | -40.0% |
| 1Y | -34.4% | +19.5% | -53.9% | -38.7% |
| 3Y | +4.0% | +73.9% | -69.9% | -9.4% |
| All | +9.9% | +54.8% | -44.9% | -0.8% |
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