+206.6%
ROL vs VNQ
+64.0%
+142.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -3.2% | -1.3% | -1.9% | -2.5% |
| 30D | -4.9% | -2.6% | -2.3% | -3.7% |
| 3M | -25.8% | -2.0% | -23.8% | -25.1% |
| 6M | -37.6% | +4.3% | -41.9% | -38.9% |
| YTD | -41.5% | +9.2% | -50.7% | -44.1% |
| 1Y | -39.5% | +5.6% | -45.1% | -41.2% |
| 3Y | +0.1% | +30.8% | -30.7% | -13.4% |
| 5Y | -4.6% | +8.0% | -12.6% | -9.6% |
| All | +206.6% | +64.0% | +142.6% | +134.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling