+69,298.0%
FAST vs ROL
+9,030.3%
+60,267.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -0.4% | -1.4% | +1.1% | +0.2% |
| 30D | -0.8% | -4.1% | +3.3% | +0.9% |
| 3M | +5.8% | -22.5% | +28.3% | +16.6% |
| 6M | +8.0% | -37.7% | +45.6% | +29.8% |
| YTD | +25.6% | -39.6% | +65.2% | +52.5% |
| 1Y | +0.8% | -36.0% | +36.8% | +19.2% |
| 3Y | +86.1% | -5.1% | +91.2% | +84.2% |
| 5Y | +100.2% | -3.4% | +103.6% | +93.2% |
| 10Y | +494.2% | +215.2% | +278.9% | +246.2% |
| All | +69,298.0% | +9,030.3% | +60,267.8% | +10,907.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling