+4.7%
ROL vs FHN
+131.2%
-126.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.5% |
| 7D | +3.0% | +2.1% | +0.9% | +2.8% |
| 30D | +19.8% | +3.8% | +16.0% | +19.4% |
| 3M | +7.9% | -8.9% | +16.8% | +8.6% |
| 6M | -25.6% | +1.8% | -27.5% | -25.8% |
| YTD | -34.1% | +0.6% | -34.7% | -34.2% |
| 1Y | -31.4% | +12.9% | -44.3% | -31.9% |
| 3Y | +4.7% | +126.4% | -121.7% | +2.1% |
| All | +4.7% | +131.2% | -126.5% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling