-0.4%
ROL vs VNQ
+29.8%
-30.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.5% |
| 7D | -3.2% | -2.6% | -0.6% | -1.9% |
| 30D | -6.6% | -2.3% | -4.3% | -5.5% |
| 3M | -27.3% | -2.8% | -24.5% | -26.3% |
| 6M | -38.1% | +2.5% | -40.6% | -38.8% |
| YTD | -41.8% | +8.4% | -50.2% | -44.0% |
| 1Y | -37.8% | +6.8% | -44.6% | -39.8% |
| All | -0.4% | +29.8% | -30.1% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling