-30.2%
ROL vs IRE
-97.3%
+67.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.0% |
| 7D | +7.5% | -15.5% | +23.0% | +7.6% |
| 30D | +21.1% | -70.4% | +91.5% | +19.3% |
| 3M | +3.1% | -81.6% | +84.8% | +1.2% |
| 6M | -27.4% | -94.7% | +67.3% | -29.2% |
| YTD | -34.7% | -91.8% | +57.0% | -35.7% |
| 1Y | -32.9% | -97.6% | +64.6% | -33.4% |
| All | -30.2% | -97.3% | +67.1% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling