+13.6%
ROL vs VO
+32.6%
-19.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +9.5% | -2.6% | +12.0% | +11.0% |
| 30D | +22.9% | -0.9% | +23.9% | +23.5% |
| 3M | +3.5% | -3.0% | +6.6% | +5.2% |
| 6M | -29.4% | +2.2% | -31.6% | -30.5% |
| YTD | -36.1% | +10.6% | -46.6% | -39.8% |
| 1Y | -34.4% | +12.5% | -46.9% | -38.8% |
| 3Y | +4.0% | +61.4% | -57.4% | -22.4% |
| All | +13.6% | +32.6% | -19.0% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling