+9,030.3%
ROL vs IP
+364.8%
+8,665.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.1% |
| 7D | -1.4% | -5.3% | +3.8% | -0.2% |
| 30D | -4.1% | -10.9% | +6.8% | -1.5% |
| 3M | -22.5% | +11.2% | -33.7% | -25.1% |
| 6M | -37.7% | -10.2% | -27.4% | -37.0% |
| YTD | -39.6% | -2.0% | -37.6% | -40.6% |
| 1Y | -36.0% | -19.1% | -16.9% | -34.4% |
| 3Y | -5.1% | +20.9% | -26.0% | -15.3% |
| 5Y | -3.4% | -17.8% | +14.4% | -5.9% |
| 10Y | +215.2% | +23.5% | +191.7% | +163.2% |
| All | +9,030.3% | +364.8% | +8,665.5% | +4,406.3% |
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 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