+211.9%
ROL vs VMC
+155.1%
+56.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -6.9% | -9.1% | +2.2% | -5.1% |
| 3M | -24.6% | -4.1% | -20.5% | -24.1% |
| 6M | -39.5% | -5.5% | -34.0% | -39.1% |
| YTD | -41.1% | -8.9% | -32.2% | -40.5% |
| 1Y | -37.9% | -12.9% | -25.0% | -36.7% |
| 3Y | +0.8% | +22.1% | -21.3% | -5.7% |
| 5Y | -4.7% | +52.7% | -57.4% | -15.9% |
| All | +211.9% | +155.1% | +56.8% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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