+207.9%
ROL vs VSH
+170.2%
+37.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -3.4% | +6.2% | -9.6% | -4.1% |
| 30D | -6.9% | -11.1% | +4.2% | -5.8% |
| 3M | -24.6% | -44.9% | +20.3% | -19.8% |
| 6M | -39.5% | +90.0% | -129.5% | -47.9% |
| YTD | -41.1% | +118.8% | -159.9% | -50.6% |
| 1Y | -37.9% | +109.0% | -146.9% | -47.9% |
| 3Y | +0.8% | +35.6% | -34.8% | -10.9% |
| 5Y | -4.7% | +66.7% | -71.4% | -21.6% |
| 10Y | +207.9% | +167.9% | +39.9% | +105.2% |
| All | +207.9% | +170.2% | +37.7% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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