+214.9%
ROL vs VO
+206.8%
+8.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.7% | +0.3% |
| 7D | +7.5% | -0.1% | +7.7% | +7.5% |
| 30D | +21.1% | +0.5% | +20.6% | +20.7% |
| 3M | +3.1% | -1.0% | +4.2% | +3.7% |
| 6M | -27.4% | +6.4% | -33.9% | -30.5% |
| YTD | -34.7% | +13.6% | -48.3% | -40.1% |
| 1Y | -32.9% | +14.5% | -47.4% | -38.8% |
| 3Y | +6.1% | +67.2% | -61.1% | -25.7% |
| 5Y | +16.3% | +36.1% | -19.7% | -7.0% |
| 10Y | +214.9% | +199.3% | +15.5% | +42.6% |
| All | +214.9% | +206.8% | +8.1% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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