+0.8%
ROL vs IRM
+101.2%
-100.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.5% |
| 7D | -3.4% | +1.6% | -5.1% | -3.6% |
| 30D | -6.9% | -4.2% | -2.8% | -6.6% |
| 3M | -24.6% | -5.4% | -19.2% | -24.3% |
| 6M | -39.5% | +12.0% | -51.6% | -40.7% |
| YTD | -41.1% | +42.0% | -83.2% | -44.4% |
| 1Y | -37.9% | +29.9% | -67.8% | -40.8% |
| 3Y | +0.8% | +104.4% | -103.6% | -18.1% |
| All | +0.8% | +101.2% | -100.4% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling