+220.7%
ROL vs FE
+126.1%
+94.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | +3.0% | +1.2% | +1.8% | +2.6% |
| 30D | +19.8% | +4.5% | +15.2% | +18.1% |
| 3M | +7.9% | +1.3% | +6.6% | +7.5% |
| 6M | -25.6% | +8.7% | -34.3% | -27.6% |
| YTD | -34.1% | +9.2% | -43.4% | -36.1% |
| 1Y | -31.4% | +7.0% | -38.4% | -33.0% |
| 3Y | +4.7% | +51.4% | -46.7% | -8.8% |
| 5Y | +15.6% | +47.7% | -32.1% | +1.0% |
| All | +220.7% | +126.1% | +94.6% | +161.7% |
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