-0.4%
ROL vs IJH
+48.6%
-48.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -3.2% | -2.5% | -0.7% | -2.5% |
| 30D | -6.6% | -5.0% | -1.6% | -5.2% |
| 3M | -27.3% | +0.5% | -27.8% | -27.5% |
| 6M | -38.1% | +8.2% | -46.3% | -39.8% |
| YTD | -41.8% | +12.4% | -54.2% | -44.0% |
| 1Y | -37.8% | +14.4% | -52.2% | -40.6% |
| All | -0.4% | +48.6% | -48.9% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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