+9,030.3%
ROL vs FITB
+2,855.6%
+6,174.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -4.1% | -4.7% | +0.7% | -3.3% |
| 3M | -22.5% | +6.7% | -29.2% | -23.4% |
| 6M | -37.7% | +12.6% | -50.2% | -39.0% |
| YTD | -39.6% | +19.1% | -58.7% | -41.5% |
| 1Y | -36.0% | +22.6% | -58.7% | -38.5% |
| 3Y | -5.1% | +127.1% | -132.3% | -18.8% |
| 5Y | -3.4% | +71.8% | -75.2% | -15.0% |
| 10Y | +215.2% | +287.2% | -71.9% | +127.6% |
| All | +9,030.3% | +2,855.6% | +6,174.7% | +4,210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling