+4,489.8%
ROL vs FE
+556.6%
+3,933.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | +9.5% | -1.0% | +10.5% | +9.9% |
| 30D | +22.9% | +4.1% | +18.8% | +21.4% |
| 3M | +3.5% | -1.0% | +4.6% | +3.9% |
| 6M | -29.4% | +4.0% | -33.4% | -30.3% |
| YTD | -36.1% | +6.8% | -42.9% | -37.5% |
| 1Y | -34.4% | +5.3% | -39.6% | -35.6% |
| 3Y | +4.0% | +44.6% | -40.6% | -8.1% |
| 5Y | +13.2% | +44.2% | -31.0% | -0.6% |
| 10Y | +219.7% | +107.3% | +112.4% | +140.0% |
| All | +4,489.8% | +556.6% | +3,933.2% | +2,561.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling