-83.7%
FIG vs ROL
-32.8%
-50.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.3% |
| 7D | -13.1% | +9.5% | -22.6% | -14.6% |
| 30D | -13.0% | +22.9% | -35.9% | -15.9% |
| 3M | -21.5% | +3.5% | -25.1% | -22.9% |
| 6M | -2.5% | -29.4% | +26.9% | -5.6% |
| YTD | -49.7% | -36.1% | -13.6% | -51.4% |
| 1Y | -59.1% | -34.4% | -24.7% | -60.1% |
| All | -83.7% | -32.8% | -50.9% | -83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling