+0.8%
ROL vs FIVN
-55.5%
+56.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.1% | +3.6% | -2.3% |
| 7D | -3.4% | -8.2% | +4.8% | -3.2% |
| 30D | -6.9% | -8.1% | +1.2% | -6.7% |
| 3M | -24.6% | +34.9% | -59.5% | -25.4% |
| 6M | -39.5% | +72.6% | -112.2% | -40.6% |
| YTD | -41.1% | +55.8% | -96.9% | -42.0% |
| 1Y | -37.9% | +17.1% | -55.1% | -38.1% |
| 3Y | +0.8% | -54.3% | +55.1% | +3.8% |
| All | +0.8% | -55.5% | +56.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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