+6.2%
ROL vs FICO
-24.0%
+30.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +11.7% | -0.3% | +12.0% | +11.7% |
| 30D | +27.7% | +1.7% | +26.0% | +27.4% |
| 3M | +3.7% | -35.2% | +38.9% | +7.1% |
| 6M | -27.8% | -33.7% | +5.9% | -25.9% |
| YTD | -34.7% | -58.2% | +23.5% | -30.0% |
| 1Y | -34.1% | -56.6% | +22.5% | -29.6% |
| All | +6.2% | -24.0% | +30.2% | -1.6% |
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