-38.9%
ROL vs VMC
-15.3%
-23.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.9% |
| 7D | -3.3% | -5.3% | +2.0% | -2.8% |
| 30D | -7.2% | -12.3% | +5.0% | -6.1% |
| 3M | -27.0% | -10.3% | -16.7% | -26.3% |
| 6M | -39.5% | -8.6% | -30.9% | -39.0% |
| YTD | -41.8% | -11.9% | -29.9% | -42.9% |
| 1Y | -38.9% | -13.9% | -25.0% | -39.8% |
| All | -38.9% | -15.3% | -23.6% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling