-36.0%
ROL vs VNQ
+9.6%
-45.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | -1.4% | -1.3% | -0.2% | -0.6% |
| 30D | -4.1% | -2.9% | -1.2% | -2.1% |
| 3M | -22.5% | +0.8% | -23.3% | -23.0% |
| 6M | -37.7% | +2.5% | -40.1% | -38.8% |
| YTD | -39.6% | +10.6% | -50.2% | -43.9% |
| 1Y | -36.0% | +9.1% | -45.1% | -39.7% |
| All | -36.0% | +9.6% | -45.6% | -39.7% |
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