-1.6%
ROL vs IP
+21.5%
-23.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.3% |
| 7D | -1.4% | -5.3% | +3.8% | -1.3% |
| 30D | -4.1% | -10.9% | +6.8% | -3.7% |
| 3M | -22.5% | +11.2% | -33.7% | -22.8% |
| 6M | -37.7% | -10.2% | -27.4% | -37.3% |
| YTD | -39.6% | -2.0% | -37.6% | -39.5% |
| 1Y | -36.0% | -19.1% | -16.9% | -35.3% |
| All | -1.6% | +21.5% | -23.2% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling