+9,732.8%
ROL vs FITB
+2,843.2%
+6,889.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +3.4% | +0.5% | +2.9% | +3.3% |
| 30D | +20.8% | +7.0% | +13.8% | +19.4% |
| 3M | +3.7% | -4.4% | +8.1% | +4.4% |
| 6M | -27.7% | +11.6% | -39.2% | -29.1% |
| YTD | -34.9% | +18.6% | -53.5% | -37.0% |
| 1Y | -33.3% | +29.8% | -63.1% | -36.4% |
| 3Y | +4.3% | +140.7% | -136.4% | -11.5% |
| 5Y | +15.0% | +48.6% | -33.6% | +3.8% |
| 10Y | +214.7% | +224.4% | -9.7% | +134.2% |
| All | +9,732.8% | +2,843.2% | +6,889.6% | +4,543.6% |
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 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