+4.6%
ROL vs FITB
+132.2%
-127.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -4.1% | -4.7% | +0.7% | -3.5% |
| 3M | -22.5% | +6.7% | -29.2% | -23.2% |
| 6M | -37.7% | +12.6% | -50.2% | -38.7% |
| YTD | -39.6% | +19.1% | -58.7% | -40.9% |
| 1Y | -36.0% | +22.6% | -58.7% | -37.7% |
| All | +4.6% | +132.2% | -127.6% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling