+9,671.9%
ROL vs IP
+345.0%
+9,326.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.2% | +2.4% |
| 7D | +14.6% | +3.4% | +11.2% | +13.6% |
| 30D | +29.3% | +11.2% | +18.0% | +25.9% |
| 3M | +2.0% | -14.8% | +16.8% | +5.8% |
| 6M | -28.5% | +17.3% | -45.8% | -32.1% |
| YTD | -35.3% | -6.2% | -29.2% | -35.8% |
| 1Y | -34.7% | +2.3% | -37.0% | -36.7% |
| 3Y | +4.9% | +17.7% | -12.8% | -5.9% |
| 5Y | +13.2% | -8.4% | +21.6% | +6.8% |
| 10Y | +223.3% | +32.1% | +191.2% | +164.9% |
| All | +9,671.9% | +345.0% | +9,326.9% | +4,766.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling