-39.8%
ROL vs FIGR
+1.6%
-41.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | -0.1% |
| 7D | -3.2% | +1.0% | -4.2% | -3.2% |
| 30D | -6.6% | +31.4% | -38.0% | -5.9% |
| 3M | -27.3% | +30.3% | -57.6% | -26.6% |
| 6M | -38.1% | -7.6% | -30.5% | -38.2% |
| YTD | -41.8% | -10.5% | -31.3% | -41.0% |
| All | -39.8% | +1.6% | -41.4% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FIGR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling