+4,237.0%
ROL vs FE
+561.4%
+3,675.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.4% | +1.9% | -3.4% | -2.0% |
| 30D | -4.1% | -1.2% | -2.9% | -3.8% |
| 3M | -22.5% | +3.5% | -26.0% | -23.4% |
| 6M | -37.7% | -6.1% | -31.6% | -36.5% |
| YTD | -39.6% | +7.6% | -47.2% | -41.1% |
| 1Y | -36.0% | +11.9% | -47.9% | -38.4% |
| 3Y | -5.1% | +48.4% | -53.6% | -17.0% |
| 5Y | -3.4% | +44.8% | -48.2% | -15.3% |
| 10Y | +215.2% | +115.9% | +99.4% | +133.2% |
| All | +4,237.0% | +561.4% | +3,675.6% | +2,407.6% |
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