+15.6%
ROL vs FICO
+84.1%
-68.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +11.7% | -0.3% | +12.0% | +11.8% |
| 30D | +27.7% | +1.7% | +26.0% | +27.2% |
| 3M | +3.7% | -35.2% | +38.9% | +8.4% |
| 6M | -27.8% | -33.7% | +5.9% | -25.2% |
| YTD | -34.7% | -58.2% | +23.5% | -28.1% |
| 1Y | -34.1% | -56.6% | +22.5% | -27.9% |
| 3Y | +5.9% | -24.0% | +29.9% | +0.9% |
| 5Y | +15.6% | +86.1% | -70.4% | -8.0% |
| All | +15.6% | +84.1% | -68.4% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling