+4.7%
ROL vs FDS
-23.3%
+27.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +3.0% | +1.5% | +1.5% | +2.7% |
| 30D | +19.8% | +14.8% | +4.9% | +17.4% |
| 3M | +7.9% | +16.3% | -8.4% | +5.4% |
| 6M | -25.6% | +66.2% | -91.9% | -31.2% |
| YTD | -34.1% | +16.2% | -50.4% | -34.0% |
| 1Y | -31.4% | +21.8% | -53.2% | -32.4% |
| 3Y | +4.7% | -23.9% | +28.6% | +19.0% |
| All | +4.7% | -23.3% | +27.9% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling