+2,095.4%
ROL vs VNQ
+392.1%
+1,703.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | -6.9% | -2.5% | -4.4% | -5.8% |
| 3M | -24.6% | +1.4% | -26.0% | -25.1% |
| 6M | -39.5% | +4.6% | -44.1% | -40.9% |
| YTD | -41.1% | +10.5% | -51.6% | -44.0% |
| 1Y | -37.9% | +8.4% | -46.3% | -40.4% |
| 3Y | +0.8% | +32.4% | -31.6% | -13.3% |
| 5Y | -4.7% | +5.5% | -10.2% | -8.8% |
| 10Y | +207.9% | +59.1% | +148.8% | +132.2% |
| All | +2,095.4% | +392.1% | +1,703.4% | +689.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling