-36.0%
ROL vs VTR
+36.9%
-72.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.1% |
| 7D | -1.4% | -1.7% | +0.2% | -0.9% |
| 30D | -4.1% | -2.4% | -1.6% | -3.3% |
| 3M | -22.5% | +14.8% | -37.3% | -27.8% |
| 6M | -37.7% | +5.3% | -43.0% | -39.8% |
| YTD | -39.6% | +18.1% | -57.7% | -44.8% |
| 1Y | -36.0% | +36.7% | -72.7% | -46.0% |
| All | -36.0% | +36.9% | -72.9% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling