+2,113.3%
ROL vs VO
+827.2%
+1,286.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -1.4% | -0.3% | -1.2% | -1.2% |
| 30D | -4.1% | -0.3% | -3.7% | -3.9% |
| 3M | -22.5% | +2.9% | -25.5% | -24.5% |
| 6M | -37.7% | +9.3% | -47.0% | -42.1% |
| YTD | -39.6% | +14.2% | -53.8% | -45.8% |
| 1Y | -36.0% | +15.3% | -51.3% | -43.1% |
| 3Y | -5.1% | +56.2% | -61.4% | -34.8% |
| 5Y | -3.4% | +42.4% | -45.8% | -29.7% |
| 10Y | +215.2% | +194.7% | +20.5% | +20.4% |
| All | +2,113.3% | +827.2% | +1,286.1% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling