+4.3%
ROL vs FICO
-24.1%
+28.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | +3.4% | +0.9% | +2.5% | +3.3% |
| 30D | +20.8% | +9.4% | +11.3% | +19.6% |
| 3M | +3.7% | -30.4% | +34.1% | +6.3% |
| 6M | -27.7% | -35.1% | +7.4% | -25.6% |
| YTD | -34.9% | -56.8% | +21.9% | -30.5% |
| 1Y | -33.3% | -58.4% | +25.1% | -28.5% |
| 3Y | +4.3% | -26.7% | +31.0% | 0.0% |
| All | +4.3% | -24.1% | +28.4% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling