+4,555.3%
ROL vs IRM
+9,515.1%
-4,959.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +2.9% | -5.1% | +7.9% | +3.9% |
| 30D | +20.1% | -3.3% | +23.4% | +20.7% |
| 3M | +3.2% | -8.2% | +11.4% | +4.7% |
| 6M | -28.0% | -12.8% | -15.3% | -26.3% |
| YTD | -35.3% | +36.6% | -71.9% | -41.1% |
| 1Y | -33.6% | +11.9% | -45.5% | -36.7% |
| 3Y | +3.8% | +105.1% | -101.3% | -16.9% |
| 5Y | +14.4% | +182.4% | -168.0% | -16.6% |
| 10Y | +213.1% | +505.1% | -292.1% | +80.1% |
| All | +4,555.3% | +9,515.1% | -4,959.8% | +1,623.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling