+8,694.2%
ROL vs VTRS
+552.8%
+8,141.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -3.3% | -3.5% | +0.2% | -2.8% |
| 30D | -7.2% | +2.1% | -9.3% | -7.5% |
| 3M | -27.0% | +2.6% | -29.6% | -27.4% |
| 6M | -39.5% | +17.8% | -57.3% | -41.1% |
| YTD | -41.8% | +35.7% | -77.5% | -44.6% |
| 1Y | -38.9% | +63.5% | -102.4% | -43.4% |
| 3Y | -0.4% | +85.1% | -85.5% | -10.9% |
| 5Y | -4.2% | +42.5% | -46.7% | -12.6% |
| 10Y | +208.2% | -48.2% | +256.4% | +210.7% |
| All | +8,694.2% | +552.8% | +8,141.4% | +5,750.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling