+3,962.6%
ROL vs FLR
+603.8%
+3,358.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.8% |
| 7D | -1.4% | +5.4% | -6.9% | -2.2% |
| 30D | -4.1% | +11.4% | -15.5% | -5.9% |
| 3M | -22.5% | +11.4% | -33.9% | -24.4% |
| 6M | -37.7% | +16.6% | -54.3% | -40.0% |
| YTD | -39.6% | +41.7% | -81.3% | -43.7% |
| 1Y | -36.0% | +35.4% | -71.4% | -40.2% |
| 3Y | -5.1% | +57.3% | -62.5% | -17.0% |
| 5Y | -3.4% | +241.0% | -244.4% | -28.1% |
| 10Y | +215.2% | +16.6% | +198.6% | +154.0% |
| All | +3,962.6% | +603.8% | +3,358.8% | +1,905.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling