-80.3%
FIG vs ROL
-38.1%
-42.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.5% | -3.1% | -5.5% |
| 7D | -16.4% | -3.4% | -12.9% | -16.1% |
| 30D | -2.3% | -6.9% | +4.6% | -1.7% |
| 3M | +7.8% | -24.6% | +32.4% | +8.5% |
| 6M | -21.8% | -39.5% | +17.7% | -23.7% |
| YTD | -39.1% | -41.1% | +2.0% | -39.9% |
| 1Y | -56.6% | -37.9% | -18.7% | -57.1% |
| All | -80.3% | -38.1% | -42.2% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling