+6.7%
ROL vs FLNC
-70.4%
+77.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.4% |
| 7D | -3.2% | -4.1% | +0.9% | -3.1% |
| 30D | -4.9% | -24.8% | +19.9% | -4.5% |
| 3M | -25.8% | -59.1% | +33.3% | -24.7% |
| 6M | -37.6% | -42.0% | +4.4% | -37.6% |
| YTD | -41.5% | -49.8% | +8.3% | -41.6% |
| 1Y | -39.5% | +43.1% | -82.6% | -42.8% |
| 3Y | +0.1% | -61.0% | +61.1% | -2.4% |
| All | +6.7% | -70.4% | +77.1% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling