-1.6%
ROL vs FDS
-27.9%
+26.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.9% |
| 7D | -1.4% | -1.9% | +0.5% | -1.2% |
| 30D | -4.1% | +9.0% | -13.1% | -5.3% |
| 3M | -22.5% | +18.9% | -41.4% | -24.7% |
| 6M | -37.7% | +35.1% | -72.8% | -40.8% |
| YTD | -39.6% | +5.5% | -45.1% | -38.6% |
| 1Y | -36.0% | -16.8% | -19.2% | -29.9% |
| All | -1.6% | -27.9% | +26.3% | +13.0% |
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