+31.7%
ROL vs FGI
-68.3%
+100.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.7% | +0.1% |
| 7D | +0.8% | +6.9% | -6.1% | +0.8% |
| 30D | +20.6% | +3.9% | +16.6% | +20.6% |
| 3M | +4.5% | +74.3% | -69.8% | +4.8% |
| 6M | -26.5% | +28.9% | -55.5% | -26.3% |
| YTD | -34.8% | +39.1% | -74.0% | -34.7% |
| 1Y | -33.2% | +49.3% | -82.5% | -33.0% |
| 3Y | +4.5% | +5.7% | -1.3% | +5.2% |
| All | +31.7% | -68.3% | +100.0% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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