+6.2%
ROL vs FLNC
-71.1%
+77.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.1% |
| 7D | -3.2% | -5.0% | +1.8% | -3.1% |
| 30D | -6.6% | -26.1% | +19.5% | -6.2% |
| 3M | -27.3% | -55.2% | +27.9% | -26.4% |
| 6M | -38.1% | -42.6% | +4.5% | -38.1% |
| YTD | -41.8% | -51.0% | +9.2% | -41.9% |
| 1Y | -37.8% | +43.3% | -81.1% | -41.2% |
| 3Y | -0.3% | -63.4% | +63.1% | -2.5% |
| All | +6.2% | -71.1% | +77.3% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling