-4.7%
ROL vs FLR
+248.0%
-252.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.6% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | -6.9% | -0.7% | -6.3% | -6.9% |
| 3M | -24.6% | +14.3% | -38.9% | -25.4% |
| 6M | -39.5% | +25.6% | -65.1% | -40.7% |
| YTD | -41.1% | +42.9% | -84.0% | -42.7% |
| 1Y | -37.9% | +38.7% | -76.7% | -39.7% |
| 3Y | +0.8% | +61.8% | -61.0% | -7.0% |
| 5Y | -4.7% | +254.1% | -258.8% | -18.9% |
| All | -4.7% | +248.0% | -252.7% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling