+207.9%
ROL vs FHN
+126.5%
+81.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.4% |
| 7D | -3.4% | +2.7% | -6.1% | -3.7% |
| 30D | -6.9% | -3.1% | -3.8% | -6.6% |
| 3M | -24.6% | +2.3% | -26.9% | -24.8% |
| 6M | -39.5% | +9.7% | -49.3% | -40.2% |
| YTD | -41.1% | +4.7% | -45.8% | -41.5% |
| 1Y | -37.9% | +13.8% | -51.7% | -39.0% |
| 3Y | +0.8% | +131.6% | -130.8% | -10.6% |
| 5Y | -4.7% | +91.1% | -95.8% | -15.9% |
| 10Y | +207.9% | +126.6% | +81.2% | +157.7% |
| All | +207.9% | +126.5% | +81.4% | +157.7% |
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