-34.7%
ROL vs IRE
-97.6%
+62.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -23.2% | +26.0% | +2.3% |
| 7D | +14.6% | -46.8% | +61.4% | +13.3% |
| 30D | +29.3% | -75.5% | +104.8% | +26.6% |
| 3M | +2.0% | -79.4% | +81.4% | -0.1% |
| 6M | -28.5% | -91.3% | +62.7% | -30.3% |
| YTD | -35.3% | -90.8% | +55.5% | -36.5% |
| 1Y | -34.7% | -97.7% | +63.0% | -35.5% |
| All | -34.7% | -97.6% | +62.9% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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