-34.1%
ROL vs FDS
+23.2%
-57.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.4% |
| 7D | -1.7% | -2.6% | +0.9% | -1.5% |
| 30D | +18.5% | +14.1% | +4.5% | +17.6% |
| 3M | +4.3% | +19.8% | -15.4% | +3.3% |
| 6M | -27.7% | +55.0% | -82.7% | -28.1% |
| YTD | -35.8% | +15.9% | -51.7% | -34.4% |
| 1Y | -34.1% | +24.2% | -58.3% | -33.6% |
| All | -34.1% | +23.2% | -57.3% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling