+12.3%
ROL vs VLTO
+54.1%
-41.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +11.7% | +12.0% | -0.3% | +7.3% |
| 30D | +27.7% | +20.8% | +6.9% | +19.5% |
| 3M | +3.7% | +20.1% | -16.4% | -2.9% |
| 6M | -27.8% | +32.6% | -60.4% | -34.8% |
| YTD | -34.7% | +17.3% | -52.0% | -38.6% |
| 1Y | -34.1% | +17.3% | -51.4% | -38.1% |
| 3Y | +5.9% | +66.9% | -61.0% | -6.7% |
| All | +12.3% | +54.1% | -41.9% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling