+32.0%
ROL vs FGI
-70.3%
+102.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +11.7% | -11.6% | +23.3% | +11.7% |
| 30D | +27.7% | -3.3% | +31.0% | +27.7% |
| 3M | +3.7% | +65.6% | -61.9% | +3.9% |
| 6M | -27.8% | -2.8% | -25.0% | -27.6% |
| YTD | -34.7% | +30.1% | -64.8% | -34.5% |
| 1Y | -34.1% | +50.2% | -84.3% | -33.9% |
| 3Y | +5.9% | -0.4% | +6.3% | +6.5% |
| All | +32.0% | -70.3% | +102.3% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling