+216.0%
ROL vs IP
+26.3%
+189.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | +9.5% | -5.1% | +14.6% | +10.5% |
| 30D | +22.9% | +8.5% | +14.4% | +20.9% |
| 3M | +3.5% | -13.8% | +17.4% | +6.4% |
| 6M | -29.4% | +5.7% | -35.1% | -30.9% |
| YTD | -36.1% | -9.1% | -26.9% | -36.0% |
| 1Y | -34.4% | -0.8% | -33.5% | -35.6% |
| 3Y | +4.0% | +14.8% | -10.8% | -7.1% |
| 5Y | +13.2% | -11.5% | +24.8% | +8.0% |
| All | +216.0% | +26.3% | +189.7% | +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