-33.3%
ROL vs FGI
+45.2%
-78.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.4% | -4.1% | +7.5% | +3.4% |
| 30D | +20.8% | -3.4% | +24.1% | +20.7% |
| 3M | +3.7% | +61.8% | -58.0% | +4.0% |
| 6M | -27.7% | +17.0% | -44.7% | -27.4% |
| YTD | -34.9% | +31.4% | -66.3% | -34.8% |
| 1Y | -33.3% | +42.7% | -76.0% | -34.8% |
| All | -33.3% | +45.2% | -78.5% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling