-5.1%
ROL vs VNQ
+5.5%
-10.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.5% |
| 7D | -3.2% | -2.6% | -0.6% | -1.8% |
| 30D | -6.6% | -2.3% | -4.3% | -5.4% |
| 3M | -27.3% | -2.8% | -24.5% | -26.2% |
| 6M | -38.1% | +2.5% | -40.6% | -38.9% |
| YTD | -41.8% | +8.4% | -50.2% | -44.3% |
| 1Y | -37.8% | +6.8% | -44.6% | -40.0% |
| 3Y | -0.3% | +29.9% | -30.3% | -14.6% |
| 5Y | -5.1% | +7.2% | -12.3% | -6.9% |
| All | -5.1% | +5.5% | -10.6% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling