+207.9%
ROL vs FDS
+77.6%
+130.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.1% |
| 7D | -3.4% | -5.4% | +2.0% | -1.7% |
| 30D | -6.9% | +1.6% | -8.5% | -7.6% |
| 3M | -24.6% | +17.7% | -42.3% | -29.2% |
| 6M | -39.5% | +29.1% | -68.6% | -45.8% |
| YTD | -41.1% | +1.0% | -42.1% | -42.6% |
| 1Y | -37.9% | -21.6% | -16.3% | -33.3% |
| 3Y | +0.8% | -30.1% | +30.9% | +12.1% |
| 5Y | -4.7% | -20.7% | +16.1% | -1.3% |
| 10Y | +207.9% | +78.3% | +129.6% | +123.3% |
| All | +207.9% | +77.6% | +130.3% | +123.3% |
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