-0.4%
ROL vs FLNC
-63.7%
+63.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | 0.0% |
| 7D | -3.2% | -5.0% | +1.8% | -3.3% |
| 30D | -6.6% | -26.1% | +19.5% | -7.0% |
| 3M | -27.3% | -55.2% | +27.9% | -27.9% |
| 6M | -38.1% | -42.6% | +4.5% | -38.4% |
| YTD | -41.8% | -51.0% | +9.2% | -42.1% |
| 1Y | -37.8% | +43.3% | -81.1% | -38.6% |
| All | -0.4% | -63.7% | +63.4% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling