+212.7%
ROL vs VO
+197.6%
+15.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.9% |
| 7D | -1.7% | +2.9% | -4.6% | -3.5% |
| 30D | +18.5% | +1.0% | +17.5% | +17.7% |
| 3M | +4.3% | -1.7% | +6.1% | +5.4% |
| 6M | -27.7% | +6.7% | -34.4% | -30.9% |
| YTD | -35.8% | +14.0% | -49.8% | -41.3% |
| 1Y | -34.1% | +13.7% | -47.8% | -39.6% |
| 3Y | +2.9% | +65.8% | -62.9% | -27.5% |
| 5Y | +12.7% | +36.6% | -23.9% | -10.2% |
| All | +212.7% | +197.6% | +15.1% | +39.5% |
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