-31.4%
ROL vs VTR
+18.3%
-49.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +19.8% | +5.5% | +14.3% | +17.6% |
| 3M | +7.9% | -0.9% | +8.8% | +7.6% |
| 6M | -25.6% | -0.4% | -25.2% | -27.2% |
| YTD | -34.1% | +17.0% | -51.2% | -38.3% |
| 1Y | -31.4% | +18.0% | -49.3% | -35.8% |
| All | -31.4% | +18.3% | -49.7% | -35.8% |
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