+214.9%
ROL vs FDS
+135.1%
+79.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.2% |
| 7D | +7.5% | -5.0% | +12.5% | +9.2% |
| 30D | +21.1% | +13.8% | +7.4% | +16.1% |
| 3M | +3.1% | +14.8% | -11.7% | -1.9% |
| 6M | -27.4% | +47.4% | -74.8% | -37.4% |
| YTD | -34.7% | +14.2% | -48.9% | -39.0% |
| 1Y | -32.9% | +26.6% | -59.6% | -40.2% |
| 3Y | +6.1% | -24.4% | +30.6% | +15.4% |
| 5Y | +16.3% | -22.6% | +39.0% | +23.1% |
| 10Y | +214.9% | +130.0% | +84.9% | +118.9% |
| All | +214.9% | +135.1% | +79.7% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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