+523.0%
ROL vs FANG
+1,395.6%
-872.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -3.3% | -0.4% | -2.9% | -3.3% |
| 30D | -7.2% | +2.4% | -9.6% | -7.4% |
| 3M | -27.0% | +4.9% | -31.9% | -27.3% |
| 6M | -39.5% | +12.0% | -51.5% | -40.1% |
| YTD | -41.8% | +37.1% | -78.9% | -43.1% |
| 1Y | -38.9% | +52.3% | -91.1% | -40.7% |
| 3Y | -0.4% | +45.0% | -45.3% | -3.8% |
| 5Y | -4.2% | +231.0% | -235.2% | -13.1% |
| 10Y | +208.2% | +177.5% | +30.7% | +174.1% |
| All | +523.0% | +1,395.6% | -872.5% | +321.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling