+32.8%
FAST vs ROL
-35.3%
+68.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | +2.1% | +9.5% | -7.4% | +0.5% |
| 30D | +6.9% | +22.9% | -16.1% | +3.0% |
| 3M | +4.8% | +3.5% | +1.3% | +4.4% |
| 6M | +19.8% | -29.4% | +49.2% | +31.2% |
| YTD | +34.9% | -36.1% | +70.9% | +51.8% |
| 1Y | +32.8% | -34.4% | +67.1% | +49.0% |
| All | +32.8% | -35.3% | +68.1% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling