-39.5%
ROL vs FLR
+31.4%
-70.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | -3.2% | -3.5% | +0.3% | -3.2% |
| 30D | -4.9% | +4.2% | -9.1% | -4.9% |
| 3M | -25.8% | +8.1% | -33.9% | -25.9% |
| 6M | -37.6% | +21.5% | -59.1% | -38.0% |
| YTD | -41.5% | +36.8% | -78.2% | -41.1% |
| 1Y | -39.5% | +31.2% | -70.7% | -38.7% |
| All | -39.5% | +31.4% | -70.9% | -38.7% |
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