-1.6%
ROL vs FGI
-4.4%
+2.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.1% | +0.5% |
| 7D | -1.4% | +0.5% | -2.0% | -1.4% |
| 30D | -4.1% | +65.4% | -69.5% | -3.3% |
| 3M | -22.5% | +23.5% | -46.0% | -22.0% |
| 6M | -37.7% | +60.5% | -98.2% | -36.8% |
| YTD | -39.6% | +30.0% | -69.6% | -38.8% |
| 1Y | -36.0% | +82.1% | -118.1% | -34.3% |
| All | -1.6% | -4.4% | +2.7% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling