+3.6%
ROL vs FFIV
+102.3%
-98.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | +0.1% |
| 7D | +0.8% | -2.9% | +3.7% | +0.9% |
| 30D | +20.6% | -32.4% | +53.0% | +23.1% |
| 3M | +4.5% | -22.7% | +27.2% | +5.7% |
| 6M | -26.5% | -10.7% | -15.8% | -26.9% |
| YTD | -34.8% | +25.4% | -60.2% | -37.6% |
| 1Y | -33.2% | +34.2% | -67.4% | -36.5% |
| All | +3.6% | +102.3% | -98.7% | -5.6% |
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 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