+15.0%
ROL vs FE
+48.8%
-33.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +3.4% | -0.5% | +3.9% | +3.6% |
| 30D | +20.8% | +4.3% | +16.4% | +18.8% |
| 3M | +3.7% | +0.4% | +3.3% | +3.5% |
| 6M | -27.7% | +6.9% | -34.6% | -29.5% |
| YTD | -34.9% | +8.0% | -42.9% | -37.1% |
| 1Y | -33.3% | +4.8% | -38.1% | -34.8% |
| 3Y | +4.3% | +49.0% | -44.6% | -12.1% |
| 5Y | +15.0% | +46.2% | -31.2% | -5.9% |
| All | +15.0% | +48.8% | -33.9% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling