+13.6%
ROL vs FICO
+81.4%
-67.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +9.5% | -0.9% | +10.4% | +9.6% |
| 30D | +22.9% | +3.3% | +19.6% | +22.2% |
| 3M | +3.5% | -31.7% | +35.3% | +7.5% |
| 6M | -29.4% | -34.0% | +4.6% | -26.8% |
| YTD | -36.1% | -58.3% | +22.3% | -29.5% |
| 1Y | -34.4% | -57.9% | +23.6% | -27.8% |
| 3Y | +4.0% | -24.1% | +28.1% | -0.9% |
| All | +13.6% | +81.4% | -67.9% | -9.9% |
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