+212.7%
ROL vs FITB
+208.7%
+4.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.3% |
| 7D | -1.7% | +0.8% | -2.5% | -1.8% |
| 30D | +18.5% | +7.3% | +11.2% | +17.2% |
| 3M | +4.3% | -6.3% | +10.7% | +5.3% |
| 6M | -27.7% | +12.6% | -40.3% | -29.2% |
| YTD | -35.8% | +18.0% | -53.8% | -37.6% |
| 1Y | -34.1% | +28.9% | -63.0% | -36.9% |
| 3Y | +2.9% | +139.4% | -136.5% | -11.8% |
| 5Y | +12.7% | +47.2% | -34.5% | +2.8% |
| All | +212.7% | +208.7% | +4.0% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling