-33.1%
ROL vs FICO
-58.5%
+25.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.8% |
| 7D | +7.5% | -0.1% | +7.6% | +7.5% |
| 30D | +21.1% | +8.4% | +12.7% | +20.3% |
| 3M | +3.1% | -30.5% | +33.7% | +5.2% |
| 6M | -27.4% | -35.7% | +8.3% | -25.8% |
| YTD | -34.7% | -57.2% | +22.5% | -28.7% |
| All | -33.1% | -58.5% | +25.4% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling