+15.5%
ROL vs FLR
+127.2%
-111.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | +0.8% | +6.3% | -5.6% | +0.4% |
| 30D | +20.6% | +1.8% | +18.7% | +20.4% |
| 3M | +4.5% | -4.4% | +8.9% | +4.7% |
| 6M | -26.5% | +15.9% | -42.4% | -27.6% |
| YTD | -34.8% | +27.7% | -62.6% | -36.4% |
| 1Y | -33.2% | +11.6% | -44.8% | -34.2% |
| 3Y | +4.5% | +39.9% | -35.4% | -3.4% |
| 5Y | +15.5% | +127.5% | -112.0% | -4.8% |
| All | +15.5% | +127.2% | -111.7% | -4.8% |
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