+368.4%
ROL vs FCUV
-94.7%
+463.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +136.0% | -133.4% | +2.6% |
| 7D | +3.0% | +148.8% | -145.8% | +3.0% |
| 30D | +19.8% | +95.0% | -75.3% | +19.8% |
| 3M | +7.9% | +27.8% | -19.9% | +7.9% |
| 6M | -25.6% | +121.0% | -146.6% | -25.5% |
| YTD | -34.1% | -78.1% | +44.0% | -34.0% |
| 1Y | -31.4% | -94.3% | +62.9% | -31.3% |
| 3Y | +4.7% | -98.9% | +103.6% | +4.9% |
| 5Y | +15.6% | -99.7% | +115.3% | +15.8% |
| 10Y | +220.6% | -98.2% | +318.8% | +224.4% |
| All | +368.4% | -94.7% | +463.0% | +378.5% |
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