+74,290.4%
FAST vs ROL
+9,768.6%
+64,521.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | +0.7% | +11.7% | -11.1% | -3.8% |
| 30D | +4.6% | +27.7% | -23.1% | -5.5% |
| 3M | +6.4% | +3.7% | +2.7% | +4.2% |
| 6M | +20.6% | -27.8% | +48.4% | +35.9% |
| YTD | +34.7% | -34.7% | +69.4% | +57.5% |
| 1Y | +29.7% | -34.1% | +63.8% | +51.0% |
| 3Y | +89.9% | +5.9% | +84.0% | +79.6% |
| 5Y | +105.0% | +15.6% | +89.3% | +83.4% |
| 10Y | +594.2% | +226.5% | +367.7% | +296.9% |
| All | +74,290.4% | +9,768.6% | +64,521.8% | +11,269.9% |
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