+217.2%
ROL vs FE
+120.9%
+96.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | -0.4% | +1.1% | +0.9% |
| 30D | +20.6% | +3.6% | +17.0% | +19.3% |
| 3M | +4.5% | +0.3% | +4.2% | +4.4% |
| 6M | -26.5% | +6.4% | -32.9% | -27.9% |
| YTD | -34.8% | +8.1% | -43.0% | -36.6% |
| 1Y | -33.2% | +4.6% | -37.8% | -34.3% |
| 3Y | +4.5% | +49.1% | -44.6% | -8.5% |
| 5Y | +15.5% | +46.1% | -30.6% | +1.3% |
| 10Y | +217.2% | +122.7% | +94.5% | +159.9% |
| All | +217.2% | +120.9% | +96.3% | +159.9% |
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