-38.9%
ROL vs FITB
+23.4%
-62.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | -7.2% | -5.1% | -2.1% | -6.3% |
| 3M | -27.0% | +3.5% | -30.5% | -27.7% |
| 6M | -39.5% | +17.2% | -56.7% | -41.6% |
| YTD | -41.8% | +17.6% | -59.4% | -43.8% |
| 1Y | -38.9% | +23.4% | -62.2% | -42.0% |
| All | -38.9% | +23.4% | -62.2% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling