+4.0%
ROL vs FFIV
+102.2%
-98.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +9.5% | -8.1% | +17.6% | +9.9% |
| 30D | +22.9% | -33.4% | +56.3% | +25.6% |
| 3M | +3.5% | -24.7% | +28.3% | +4.8% |
| 6M | -29.4% | -8.8% | -20.5% | -30.0% |
| YTD | -36.1% | +21.8% | -57.8% | -38.7% |
| 1Y | -34.4% | +25.3% | -59.6% | -37.2% |
| 3Y | +4.0% | +101.2% | -97.1% | -6.5% |
| All | +4.0% | +102.2% | -98.2% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling