+216.0%
ROL vs FE
+107.4%
+108.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | +22.9% | +5.2% | +17.7% | +21.0% |
| 3M | +3.5% | 0.0% | +3.6% | +3.6% |
| 6M | -29.4% | +5.0% | -34.4% | -30.5% |
| YTD | -36.1% | +7.9% | -43.9% | -37.7% |
| 1Y | -34.4% | +6.3% | -40.7% | -35.8% |
| 3Y | +4.0% | +46.0% | -42.0% | -8.2% |
| 5Y | +13.2% | +45.6% | -32.4% | -0.5% |
| All | +216.0% | +107.4% | +108.7% | +161.6% |
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