-4.7%
ROL vs FITB
+71.1%
-75.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | -3.4% | +2.8% | -6.3% | -3.8% |
| 30D | -6.9% | -4.5% | -2.4% | -6.4% |
| 3M | -24.6% | +5.7% | -30.3% | -25.2% |
| 6M | -39.5% | +17.1% | -56.6% | -40.9% |
| YTD | -41.1% | +18.3% | -59.4% | -42.6% |
| 1Y | -37.9% | +23.9% | -61.8% | -39.9% |
| 3Y | +0.8% | +131.1% | -130.3% | -11.9% |
| 5Y | -4.7% | +71.1% | -75.8% | -10.5% |
| All | -4.7% | +71.1% | -75.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FITB 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling