+0.8%
ROL vs IOT
+29.6%
-28.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -3.4% | +2.8% | -6.2% | -3.5% |
| 30D | -6.9% | -1.8% | -5.2% | -6.9% |
| 3M | -24.6% | +17.9% | -42.5% | -25.2% |
| 6M | -39.5% | +13.5% | -53.1% | -40.0% |
| YTD | -41.1% | +13.3% | -54.4% | -41.7% |
| 1Y | -37.9% | -3.3% | -34.6% | -38.2% |
| All | +0.8% | +29.6% | -28.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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