-4.7%
ROL vs IT
-44.6%
+39.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.4% | +4.9% | -1.4% |
| 7D | -3.4% | -9.1% | +5.7% | -2.0% |
| 30D | -6.9% | -7.0% | +0.1% | -6.0% |
| 3M | -24.6% | +7.6% | -32.2% | -26.2% |
| 6M | -39.5% | +2.1% | -41.7% | -40.6% |
| YTD | -41.1% | -31.6% | -9.5% | -37.8% |
| 1Y | -37.9% | -29.9% | -8.0% | -35.0% |
| 3Y | +0.8% | -51.3% | +52.1% | +11.6% |
| 5Y | -4.7% | -44.8% | +40.1% | -0.7% |
| All | -4.7% | -44.6% | +39.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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