+105.3%
FAST vs ROL
+15.7%
+89.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.5% |
| 7D | +4.2% | +3.0% | +1.2% | +3.1% |
| 30D | +6.7% | +19.8% | -13.1% | +0.3% |
| 3M | +8.0% | +7.9% | +0.1% | +5.0% |
| 6M | +27.4% | -25.6% | +53.1% | +40.9% |
| YTD | +40.5% | -34.1% | +74.6% | +62.0% |
| 1Y | +38.4% | -31.4% | +69.8% | +56.9% |
| 3Y | +98.7% | +4.7% | +94.0% | +88.7% |
| All | +105.3% | +15.7% | +89.7% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling