-2.0%
ROL vs INVH
-20.2%
+18.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -3.2% | -3.0% | -0.2% | -2.0% |
| 30D | -4.9% | -7.5% | +2.6% | -2.0% |
| 3M | -25.8% | -5.5% | -20.3% | -24.3% |
| 6M | -37.6% | +11.7% | -49.3% | -40.3% |
| YTD | -41.5% | +1.3% | -42.8% | -42.0% |
| 1Y | -39.5% | -6.1% | -33.4% | -38.3% |
| 3Y | +0.1% | -9.8% | +9.9% | +3.0% |
| All | -2.0% | -20.2% | +18.2% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 5y: compounded portfolio wealth divided by compounded INVH 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…
5y analysis · Full analysis span regression · 6 months rolling