+205.1%
ROL vs FLR
+18.3%
+186.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -3.2% | -6.9% | +3.6% | -2.9% |
| 30D | -6.6% | +1.1% | -7.8% | -6.7% |
| 3M | -27.3% | +14.3% | -41.6% | -28.0% |
| 6M | -38.1% | +19.1% | -57.2% | -38.9% |
| YTD | -41.8% | +35.1% | -76.9% | -43.0% |
| 1Y | -37.8% | +29.5% | -67.3% | -39.1% |
| 3Y | -0.3% | +53.0% | -53.3% | -4.7% |
| 5Y | -5.1% | +238.9% | -244.0% | -13.7% |
| All | +205.1% | +18.3% | +186.8% | +212.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling