-4.2%
ROL vs VTR
+88.4%
-92.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -3.3% | -2.9% | -0.4% | -2.5% |
| 30D | -7.2% | -2.8% | -4.4% | -6.5% |
| 3M | -27.0% | +9.0% | -36.0% | -29.1% |
| 6M | -39.5% | +5.0% | -44.5% | -40.7% |
| YTD | -41.8% | +16.9% | -58.7% | -44.7% |
| 1Y | -38.9% | +34.3% | -73.2% | -44.2% |
| 3Y | -0.4% | +131.6% | -132.0% | -21.2% |
| 5Y | -4.2% | +88.0% | -92.2% | -24.6% |
| All | -4.2% | +88.4% | -92.6% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling