+207.9%
ROL vs FFIV
+224.0%
-16.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -3.4% | -1.5% | -1.9% | -3.1% |
| 30D | -6.9% | -2.7% | -4.3% | -6.6% |
| 3M | -24.6% | -1.7% | -22.9% | -24.7% |
| 6M | -39.5% | +36.1% | -75.7% | -43.8% |
| YTD | -41.1% | +52.6% | -93.7% | -46.8% |
| 1Y | -37.9% | +21.5% | -59.5% | -41.2% |
| 3Y | +0.8% | +142.7% | -141.9% | -20.3% |
| 5Y | -4.7% | +92.6% | -97.2% | -21.4% |
| 10Y | +207.9% | +225.5% | -17.6% | +105.2% |
| All | +207.9% | +224.0% | -16.1% | +105.2% |
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