+329.7%
ROL vs FCUV
-87.2%
+417.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -13.7% | +14.1% | +0.4% |
| 7D | -1.4% | +62.8% | -64.3% | -1.4% |
| 30D | -4.1% | +66.5% | -70.6% | -4.0% |
| 3M | -22.5% | +459.9% | -482.5% | -22.3% |
| 6M | -37.7% | -12.4% | -25.3% | -37.5% |
| YTD | -39.6% | -47.5% | +8.0% | -39.4% |
| 1Y | -36.0% | -80.5% | +44.5% | -35.9% |
| 3Y | -5.1% | -97.6% | +92.5% | -4.9% |
| 5Y | -3.4% | -99.5% | +96.2% | -3.2% |
| 10Y | +215.2% | -95.8% | +311.0% | +219.1% |
| All | +329.7% | -87.2% | +417.0% | +339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling