-55.8%
FIG vs ROL
-35.4%
-20.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.4% |
| 7D | -16.3% | -1.4% | -14.9% | -16.1% |
| 30D | -14.3% | -4.1% | -10.2% | -13.8% |
| 3M | +7.2% | -22.5% | +29.7% | +9.4% |
| 6M | -18.6% | -37.7% | +19.0% | -18.0% |
| YTD | -35.5% | -39.6% | +4.1% | -34.3% |
| 1Y | -55.8% | -36.0% | -19.8% | -54.0% |
| All | -55.8% | -35.4% | -20.4% | -54.0% |
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