+29.2%
ROL vs FGI
-70.6%
+99.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | +9.5% | -7.0% | +16.4% | +9.5% |
| 30D | +22.9% | -4.2% | +27.2% | +22.9% |
| 3M | +3.5% | +55.6% | -52.1% | +3.8% |
| 6M | -29.4% | -3.2% | -26.2% | -29.2% |
| YTD | -36.1% | +29.1% | -65.2% | -35.9% |
| 1Y | -34.4% | +51.0% | -85.3% | -34.1% |
| 3Y | +4.0% | +1.5% | +2.5% | +4.5% |
| All | +29.2% | -70.6% | +99.8% | +34.0% |
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