+16.3%
ROL vs IRM
+185.3%
-169.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.4% |
| 7D | +7.5% | -3.8% | +11.3% | +8.1% |
| 30D | +21.1% | -3.2% | +24.3% | +21.5% |
| 3M | +3.1% | -7.8% | +10.9% | +4.2% |
| 6M | -27.4% | -12.7% | -14.7% | -26.1% |
| YTD | -34.7% | +36.7% | -71.4% | -40.3% |
| 1Y | -32.9% | +10.0% | -43.0% | -35.4% |
| 3Y | +6.1% | +107.2% | -101.1% | -19.2% |
| 5Y | +16.3% | +181.6% | -165.2% | -23.7% |
| All | +16.3% | +185.3% | -169.0% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling