+6,991.9%
ROL vs IJH
+1,068.3%
+5,923.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | -3.4% | +1.0% | -4.4% | -4.2% |
| 30D | -6.9% | -3.1% | -3.8% | -4.8% |
| 3M | -24.6% | +1.9% | -26.5% | -26.0% |
| 6M | -39.5% | +11.0% | -50.5% | -44.5% |
| YTD | -41.1% | +14.7% | -55.8% | -47.4% |
| 1Y | -37.9% | +15.6% | -53.5% | -45.0% |
| 3Y | +0.8% | +52.5% | -51.7% | -30.3% |
| 5Y | -4.7% | +49.1% | -53.7% | -34.6% |
| 10Y | +207.9% | +177.7% | +30.2% | +15.9% |
| All | +6,991.9% | +1,068.3% | +5,923.7% | +616.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling