+220.7%
ROL vs FDS
+127.7%
+93.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +3.0% | +1.5% | +1.5% | +2.5% |
| 30D | +19.8% | +14.8% | +4.9% | +14.5% |
| 3M | +7.9% | +16.3% | -8.4% | +2.2% |
| 6M | -25.6% | +66.2% | -91.9% | -38.5% |
| YTD | -34.1% | +16.2% | -50.4% | -38.9% |
| 1Y | -31.4% | +21.8% | -53.2% | -37.7% |
| 3Y | +4.7% | -23.9% | +28.6% | +13.7% |
| 5Y | +15.6% | -23.1% | +38.7% | +23.0% |
| All | +220.7% | +127.7% | +93.1% | +120.1% |
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