-36.0%
ROL vs FANG
+43.7%
-79.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +0.4% |
| 7D | -1.4% | +0.8% | -2.2% | -1.4% |
| 30D | -4.1% | +7.6% | -11.7% | -4.0% |
| 3M | -22.5% | -1.3% | -21.2% | -22.7% |
| 6M | -37.7% | +14.7% | -52.3% | -38.3% |
| YTD | -39.6% | +34.8% | -74.4% | -40.5% |
| 1Y | -36.0% | +42.9% | -78.9% | -36.4% |
| All | -36.0% | +43.7% | -79.8% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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