-34.4%
ROL vs IRE
-98.3%
+64.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +39.6% | -41.7% | -1.1% |
| 7D | +9.5% | -27.2% | +36.7% | +9.2% |
| 30D | +22.9% | -75.1% | +98.1% | +20.5% |
| 3M | +3.5% | -77.9% | +81.4% | +1.6% |
| 6M | -29.4% | -94.6% | +65.2% | -31.4% |
| YTD | -36.1% | -91.5% | +55.5% | -36.9% |
| 1Y | -34.4% | -97.8% | +63.5% | -35.6% |
| All | -34.4% | -98.3% | +64.0% | -35.6% |
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