+214.9%
ROL vs FHN
+106.3%
+108.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.8% |
| 7D | +7.5% | -0.5% | +8.0% | +7.6% |
| 30D | +21.1% | +1.9% | +19.2% | +20.9% |
| 3M | +3.1% | -6.9% | +10.1% | +4.0% |
| 6M | -27.4% | -3.1% | -24.4% | -27.2% |
| YTD | -34.7% | +0.6% | -35.3% | -34.9% |
| 1Y | -32.9% | +12.4% | -45.3% | -34.0% |
| 3Y | +6.1% | +133.7% | -127.6% | -5.9% |
| 5Y | +16.3% | +61.4% | -45.0% | +5.5% |
| 10Y | +214.9% | +97.9% | +117.0% | +185.4% |
| All | +214.9% | +106.3% | +108.6% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling