-0.4%
ROL vs FANG
+45.6%
-45.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -3.2% | +1.2% | -4.4% | -3.2% |
| 30D | -6.6% | +2.4% | -9.0% | -6.7% |
| 3M | -27.3% | +5.1% | -32.4% | -27.4% |
| 6M | -38.1% | +16.4% | -54.5% | -38.4% |
| YTD | -41.8% | +39.0% | -80.7% | -42.4% |
| 1Y | -37.8% | +50.6% | -88.4% | -38.6% |
| All | -0.4% | +45.6% | -45.9% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling