+212.7%
ROL vs FE
+123.7%
+89.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +18.5% | +3.9% | +14.6% | +17.2% |
| 3M | +4.3% | -0.1% | +4.4% | +4.4% |
| 6M | -27.7% | +6.1% | -33.8% | -29.1% |
| YTD | -35.8% | +8.1% | -43.8% | -37.5% |
| 1Y | -34.1% | +4.4% | -38.5% | -35.2% |
| 3Y | +2.9% | +49.0% | -46.1% | -9.8% |
| 5Y | +12.7% | +46.1% | -33.4% | -1.1% |
| All | +212.7% | +123.7% | +89.0% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling