+4,245.1%
ROL vs IRM
+9,964.6%
-5,719.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -1.4% | -0.5% | -1.0% | -1.3% |
| 30D | -4.1% | -8.1% | +4.0% | -2.3% |
| 3M | -22.5% | -9.7% | -12.8% | -20.9% |
| 6M | -37.7% | +10.0% | -47.7% | -39.6% |
| YTD | -39.6% | +43.0% | -82.6% | -45.4% |
| 1Y | -36.0% | +32.7% | -68.7% | -41.4% |
| 3Y | -5.1% | +102.7% | -107.9% | -23.5% |
| 5Y | -3.4% | +187.6% | -190.9% | -29.6% |
| 10Y | +215.2% | +420.1% | -204.9% | +89.0% |
| All | +4,245.1% | +9,964.6% | -5,719.5% | +1,498.0% |
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