+205.1%
ROL vs VTR
+100.2%
+104.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -3.2% | -1.8% | -1.4% | -2.9% |
| 30D | -6.6% | +4.0% | -10.6% | -7.2% |
| 3M | -27.3% | +7.8% | -35.1% | -28.3% |
| 6M | -38.1% | +6.4% | -44.4% | -38.8% |
| YTD | -41.8% | +18.3% | -60.1% | -43.5% |
| 1Y | -37.8% | +33.9% | -71.7% | -40.8% |
| 3Y | -0.3% | +134.3% | -134.6% | -12.8% |
| 5Y | -5.1% | +90.3% | -95.3% | -15.2% |
| All | +205.1% | +100.2% | +104.9% | +168.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling