+13.1%
ROL vs IOT
+55.2%
-42.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | -1.0% |
| 7D | -3.3% | +5.1% | -8.3% | -3.5% |
| 30D | -7.2% | -3.0% | -4.2% | -7.1% |
| 3M | -27.0% | +15.0% | -41.9% | -27.6% |
| 6M | -39.5% | +13.1% | -52.6% | -40.1% |
| YTD | -41.8% | +9.0% | -50.8% | -42.4% |
| 1Y | -38.9% | +0.1% | -39.0% | -39.4% |
| 3Y | -0.4% | +26.4% | -26.8% | -4.5% |
| All | +13.1% | +55.2% | -42.1% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling