-38.9%
ROL vs IRM
+29.2%
-68.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.2% |
| 7D | -3.3% | +3.0% | -6.3% | -3.1% |
| 30D | -7.2% | -5.2% | -2.0% | -7.5% |
| 3M | -27.0% | -8.0% | -18.9% | -27.1% |
| 6M | -39.5% | +9.2% | -48.7% | -39.4% |
| YTD | -41.8% | +41.0% | -82.8% | -41.6% |
| 1Y | -38.9% | +23.3% | -62.1% | -37.8% |
| All | -38.9% | +29.2% | -68.0% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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