-0.4%
ROL vs VYM
+64.0%
-64.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.2% | -1.9% | -1.4% | -2.2% |
| 30D | -6.6% | -2.6% | -4.0% | -5.3% |
| 3M | -27.3% | +3.6% | -30.9% | -28.7% |
| 6M | -38.1% | +8.7% | -46.8% | -40.9% |
| YTD | -41.8% | +14.1% | -55.9% | -45.7% |
| 1Y | -37.8% | +17.8% | -55.6% | -43.0% |
| All | -0.4% | +64.0% | -64.3% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling