-59.4%
ROLR vs VT
+31.8%
-91.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.4% |
| 7D | -12.2% | -2.3% | -9.9% | -9.6% |
| 30D | -30.9% | -5.0% | -25.9% | -26.5% |
| 3M | -49.7% | -4.9% | -44.8% | -46.7% |
| 6M | -57.3% | -1.5% | -55.8% | -56.9% |
| YTD | +53.4% | +8.5% | +44.9% | +39.8% |
| 1Y | +19.2% | +11.4% | +7.9% | +5.7% |
| All | -59.4% | +31.8% | -91.2% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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