-34.7%
ROL vs FLR
+2.5%
-37.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +2.8% |
| 7D | +14.6% | +1.4% | +13.2% | +14.6% |
| 30D | +29.3% | -5.9% | +35.2% | +29.5% |
| 3M | +2.0% | -7.6% | +9.6% | +2.0% |
| 6M | -28.5% | -9.3% | -19.2% | -28.3% |
| YTD | -35.3% | +20.1% | -55.5% | -36.0% |
| 1Y | -34.7% | +3.0% | -37.7% | -34.7% |
| All | -34.7% | +2.5% | -37.2% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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