+214.9%
ROL vs IP
+31.6%
+183.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.5% |
| 7D | +7.5% | -3.0% | +10.6% | +8.1% |
| 30D | +21.1% | +10.6% | +10.5% | +18.6% |
| 3M | +3.1% | -13.6% | +16.7% | +5.9% |
| 6M | -27.4% | +10.4% | -37.9% | -29.6% |
| YTD | -34.7% | -6.5% | -28.2% | -35.0% |
| 1Y | -32.9% | -2.1% | -30.8% | -34.0% |
| 3Y | +6.1% | +22.0% | -15.8% | -6.6% |
| 5Y | +16.3% | -9.7% | +26.1% | +10.7% |
| 10Y | +214.9% | +26.8% | +188.1% | +147.0% |
| All | +214.9% | +31.6% | +183.2% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling