+205.1%
ROL vs FCUV
-98.6%
+303.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -3.2% | -72.0% | +68.7% | -3.2% |
| 30D | -6.6% | -8.0% | +1.4% | -6.6% |
| 3M | -27.3% | +66.3% | -93.6% | -27.2% |
| 6M | -38.1% | -75.3% | +37.2% | -38.0% |
| YTD | -41.8% | -83.0% | +41.2% | -41.7% |
| 1Y | -37.8% | -94.7% | +56.9% | -37.7% |
| 3Y | -0.3% | -99.3% | +98.9% | -0.2% |
| 5Y | -5.1% | -99.9% | +94.8% | -5.0% |
| All | +205.1% | -98.6% | +303.7% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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