+8,798.6%
ROL vs IFF
+848.0%
+7,950.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -6.9% | -0.3% | -6.6% | -6.9% |
| 3M | -24.6% | +18.6% | -43.2% | -28.8% |
| 6M | -39.5% | +17.4% | -56.9% | -43.3% |
| YTD | -41.1% | +28.5% | -69.6% | -46.6% |
| 1Y | -37.9% | +32.5% | -70.5% | -44.5% |
| 3Y | +0.8% | +34.1% | -33.3% | -12.4% |
| 5Y | -4.7% | -35.2% | +30.5% | +1.8% |
| 10Y | +207.9% | -21.1% | +229.0% | +189.0% |
| All | +8,798.6% | +848.0% | +7,950.6% | +3,793.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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