-34.7%
ROL vs FLNC
-69.0%
+34.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.2% | -7.4% | +3.1% |
| 7D | +14.6% | -2.1% | +16.7% | +14.5% |
| 30D | +29.3% | -20.8% | +50.1% | +28.4% |
| 3M | +2.0% | -61.3% | +63.3% | -0.7% |
| 6M | -28.5% | -50.9% | +22.3% | -30.0% |
| YTD | -35.3% | -69.4% | +34.0% | -37.6% |
| 1Y | -34.7% | -68.4% | +33.7% | -37.6% |
| All | -34.7% | -69.0% | +34.3% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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