+15.6%
ROL vs IP
-12.5%
+28.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +4.9% | +1.3% |
| 7D | +11.7% | -5.0% | +16.7% | +12.2% |
| 30D | +27.7% | +6.5% | +21.2% | +27.0% |
| 3M | +3.7% | -18.0% | +21.7% | +5.2% |
| 6M | -27.8% | +10.3% | -38.1% | -28.6% |
| YTD | -34.7% | -9.9% | -24.8% | -34.5% |
| 1Y | -34.1% | -1.1% | -33.0% | -34.5% |
| 3Y | +5.9% | +13.0% | -7.1% | -0.9% |
| 5Y | +15.6% | -12.3% | +27.9% | +20.9% |
| All | +15.6% | -12.5% | +28.1% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling