-37.9%
ROL vs FDS
-20.8%
-17.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.3% |
| 7D | -3.4% | -5.4% | +2.0% | -3.1% |
| 30D | -6.9% | +1.6% | -8.5% | -7.0% |
| 3M | -24.6% | +17.7% | -42.3% | -25.4% |
| 6M | -39.5% | +29.1% | -68.6% | -40.3% |
| YTD | -41.1% | +1.0% | -42.1% | -38.8% |
| 1Y | -37.9% | -21.6% | -16.3% | -31.4% |
| All | -37.9% | -20.8% | -17.1% | -31.4% |
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