+1,461.8%
ROL vs VYM
+490.3%
+971.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | -3.4% | +0.1% | -3.6% | -3.5% |
| 30D | -6.9% | -1.3% | -5.7% | -5.9% |
| 3M | -24.6% | +4.1% | -28.7% | -27.3% |
| 6M | -39.5% | +9.8% | -49.3% | -44.4% |
| YTD | -41.1% | +15.3% | -56.4% | -48.1% |
| 1Y | -37.9% | +20.0% | -57.9% | -47.3% |
| 3Y | +0.8% | +66.2% | -65.4% | -36.8% |
| 5Y | -4.7% | +77.5% | -82.2% | -44.1% |
| 10Y | +207.9% | +201.7% | +6.2% | +4.7% |
| All | +1,461.8% | +490.3% | +971.5% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling