-17.3%
ROL vs FBTC
+62.5%
-79.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.5% |
| 7D | -3.4% | +1.5% | -5.0% | -3.4% |
| 30D | -6.9% | +20.7% | -27.6% | -7.2% |
| 3M | -24.6% | +23.7% | -48.3% | -24.8% |
| 6M | -39.5% | +15.0% | -54.6% | -39.6% |
| YTD | -41.1% | -10.5% | -30.6% | -41.0% |
| 1Y | -37.9% | -30.3% | -7.7% | -37.5% |
| All | -17.3% | +62.5% | -79.8% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 5y: compounded portfolio wealth divided by compounded FBTC 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…
5y analysis · Full analysis span regression · 6 months rolling