-35.4%
ROL vs IRE
-84.4%
+49.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +14.0% | -13.6% | +0.6% |
| 7D | -1.4% | +54.8% | -56.2% | -0.8% |
| 30D | -4.1% | +18.4% | -22.5% | -3.7% |
| 3M | -22.5% | -66.7% | +44.2% | -22.8% |
| 6M | -37.7% | -52.3% | +14.7% | -37.6% |
| YTD | -39.6% | -52.3% | +12.7% | -39.2% |
| All | -35.4% | -84.4% | +49.0% | -34.7% |
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