+206.6%
ROL vs FANG
+182.5%
+24.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -3.2% | +2.9% | -6.0% | -3.3% |
| 30D | -4.9% | +2.6% | -7.5% | -5.0% |
| 3M | -25.8% | +7.6% | -33.4% | -26.1% |
| 6M | -37.6% | +17.3% | -54.9% | -38.1% |
| YTD | -41.5% | +38.7% | -80.2% | -42.5% |
| 1Y | -39.5% | +51.6% | -91.1% | -40.8% |
| 3Y | +0.1% | +50.0% | -49.8% | -2.7% |
| 5Y | -4.6% | +237.6% | -242.2% | -11.1% |
| All | +206.6% | +182.5% | +24.1% | +194.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling