+214.9%
ROL vs FFIV
+132.4%
+82.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.7% |
| 7D | +7.5% | -2.1% | +9.6% | +7.9% |
| 30D | +21.1% | -33.8% | +54.9% | +29.7% |
| 3M | +3.1% | -20.6% | +23.8% | +6.3% |
| 6M | -27.4% | -10.2% | -17.2% | -27.4% |
| YTD | -34.7% | +24.5% | -59.2% | -39.3% |
| 1Y | -32.9% | +29.3% | -62.2% | -38.2% |
| 3Y | +6.1% | +103.8% | -97.6% | -14.2% |
| 5Y | +16.3% | +40.9% | -24.5% | +1.8% |
| 10Y | +214.9% | +126.6% | +88.3% | +132.6% |
| All | +214.9% | +132.4% | +82.5% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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