+4.7%
ROL vs FGI
-16.0%
+20.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -25.2% | +27.7% | +2.4% |
| 7D | +3.0% | -14.4% | +17.4% | +2.9% |
| 30D | +19.8% | -11.8% | +31.5% | +19.7% |
| 3M | +7.9% | -46.2% | +54.1% | +7.5% |
| 6M | -25.6% | +5.2% | -30.8% | -25.1% |
| YTD | -34.1% | +10.5% | -44.7% | -33.4% |
| 1Y | -31.4% | +25.5% | -56.9% | -30.3% |
| 3Y | +4.7% | -16.0% | +20.7% | +8.9% |
| All | +4.7% | -16.0% | +20.7% | +8.9% |
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