-31.4%
ROL vs IP
-5.8%
-25.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.1% | +2.5% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +19.8% | +7.9% | +11.8% | +19.2% |
| 3M | +7.9% | -15.3% | +23.2% | +8.4% |
| 6M | -25.6% | +10.5% | -36.2% | -26.0% |
| YTD | -34.1% | -9.4% | -24.8% | -34.0% |
| 1Y | -31.4% | -4.6% | -26.8% | -32.2% |
| All | -31.4% | -5.8% | -25.5% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling