-31.7%
ROL vs IRE
-97.2%
+65.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +39.6% | -41.7% | -1.2% |
| 7D | +9.5% | -27.2% | +36.7% | +9.3% |
| 30D | +22.9% | -75.1% | +98.1% | +20.8% |
| 3M | +3.5% | -77.9% | +81.4% | +1.9% |
| 6M | -29.4% | -94.6% | +65.2% | -31.1% |
| YTD | -36.1% | -91.5% | +55.5% | -37.0% |
| 1Y | -34.4% | -97.8% | +63.5% | -34.6% |
| All | -31.7% | -97.2% | +65.6% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling