+214.9%
ROL vs FICO
+544.0%
-329.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.5% |
| 7D | +7.5% | -0.1% | +7.6% | +7.5% |
| 30D | +21.1% | +8.4% | +12.7% | +18.7% |
| 3M | +3.1% | -30.5% | +33.7% | +9.0% |
| 6M | -27.4% | -35.7% | +8.3% | -22.7% |
| YTD | -34.7% | -57.2% | +22.5% | -24.5% |
| 1Y | -32.9% | -58.4% | +25.5% | -22.0% |
| 3Y | +6.1% | -24.8% | +31.0% | -0.3% |
| 5Y | +16.3% | +79.3% | -62.9% | -19.8% |
| 10Y | +214.9% | +531.6% | -316.8% | +28.4% |
| All | +214.9% | +544.0% | -329.1% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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