-33.2%
ROL vs FLR
+12.7%
-45.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +0.8% | +6.3% | -5.6% | +0.8% |
| 30D | +20.6% | +1.8% | +18.7% | +20.7% |
| 3M | +4.5% | -4.4% | +8.9% | +4.7% |
| 6M | -26.5% | +15.9% | -42.4% | -27.4% |
| YTD | -34.8% | +27.7% | -62.6% | -35.0% |
| 1Y | -33.2% | +11.6% | -44.8% | -33.2% |
| All | -33.2% | +12.7% | -45.9% | -33.2% |
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