+16.0%
ROL vs FFIV
+35.3%
-19.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.2% | +2.9% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | +19.8% | -32.4% | +52.2% | +24.9% |
| 3M | +7.9% | -25.7% | +33.6% | +10.9% |
| 6M | -25.6% | -13.5% | -12.1% | -25.5% |
| YTD | -34.1% | +21.1% | -55.3% | -37.8% |
| 1Y | -31.4% | +29.4% | -60.8% | -36.0% |
| 3Y | +4.7% | +94.9% | -90.2% | -12.1% |
| All | +16.0% | +35.3% | -19.4% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling