+9,732.8%
ROL vs VMC
+3,567.9%
+6,165.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | +20.8% | +17.7% | +3.1% | +15.2% |
| 3M | +3.7% | +1.1% | +2.7% | +3.3% |
| 6M | -27.7% | +1.8% | -29.5% | -28.5% |
| YTD | -34.9% | +1.5% | -36.4% | -36.0% |
| 1Y | -33.3% | -1.1% | -32.2% | -33.9% |
| 3Y | +4.3% | +38.8% | -34.4% | -7.6% |
| 5Y | +15.0% | +49.6% | -34.6% | -1.6% |
| 10Y | +214.7% | +130.6% | +84.1% | +121.4% |
| All | +9,732.8% | +3,567.9% | +6,165.0% | +3,281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling