+9,562.4%
ROL vs VSH
+1,203.4%
+8,359.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -3.0% |
| 7D | +9.5% | -12.9% | +22.4% | +11.6% |
| 30D | +22.9% | -36.9% | +59.8% | +31.3% |
| 3M | +3.5% | -28.8% | +32.3% | +7.7% |
| 6M | -29.4% | -30.3% | +0.9% | -28.7% |
| YTD | -36.1% | +62.4% | -98.4% | -45.0% |
| 1Y | -34.4% | +62.5% | -96.9% | -43.7% |
| 3Y | +4.0% | +7.4% | -3.4% | -8.0% |
| 5Y | +13.2% | +25.4% | -12.2% | -4.1% |
| 10Y | +219.7% | +102.6% | +117.0% | +135.7% |
| All | +9,562.4% | +1,203.4% | +8,359.0% | +4,459.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling