+13.6%
ROL vs FDS
-22.8%
+36.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.2% |
| 7D | +9.5% | -0.5% | +10.0% | +9.6% |
| 30D | +22.9% | +20.2% | +2.7% | +17.9% |
| 3M | +3.5% | +19.9% | -16.3% | -1.0% |
| 6M | -29.4% | +56.2% | -85.5% | -37.3% |
| YTD | -36.1% | +14.6% | -50.6% | -37.8% |
| 1Y | -34.4% | +31.6% | -66.0% | -39.7% |
| 3Y | +4.0% | -23.8% | +27.8% | +16.7% |
| All | +13.6% | -22.8% | +36.4% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling