-34.7%
ROL vs VNQ
+14.0%
-48.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +0.4% |
| 7D | +14.6% | +6.8% | +7.8% | +9.2% |
| 30D | +29.3% | +10.0% | +19.3% | +20.8% |
| 3M | +2.0% | 0.0% | +2.0% | +1.5% |
| 6M | -28.5% | +4.5% | -33.0% | -31.0% |
| YTD | -35.3% | +13.9% | -49.3% | -41.1% |
| 1Y | -34.7% | +14.1% | -48.7% | -40.6% |
| All | -34.7% | +14.0% | -48.7% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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