-36.0%
ROL vs VTRS
+66.3%
-102.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.4% | +3.3% | -4.7% | -1.9% |
| 30D | -4.1% | -3.6% | -0.4% | -3.6% |
| 3M | -22.5% | +7.0% | -29.5% | -23.4% |
| 6M | -37.7% | +17.5% | -55.1% | -39.5% |
| YTD | -39.6% | +38.8% | -78.4% | -42.2% |
| 1Y | -36.0% | +69.2% | -105.2% | -39.6% |
| All | -36.0% | +66.3% | -102.3% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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