-39.5%
ROL vs VNQ
+7.2%
-46.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -3.2% | -1.3% | -1.9% | -2.3% |
| 30D | -4.9% | -2.6% | -2.3% | -3.3% |
| 3M | -25.8% | -2.0% | -23.8% | -24.9% |
| 6M | -37.6% | +4.3% | -41.9% | -39.3% |
| YTD | -41.5% | +9.2% | -50.7% | -45.1% |
| 1Y | -39.5% | +5.6% | -45.1% | -40.8% |
| All | -39.5% | +7.2% | -46.7% | -40.8% |
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