+207.9%
ROL vs FLUT
-9.2%
+217.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -3.4% | +3.8% | -7.2% | -3.6% |
| 30D | -6.9% | +6.3% | -13.2% | -7.2% |
| 3M | -24.6% | -4.0% | -20.6% | -24.6% |
| 6M | -39.5% | -10.3% | -29.2% | -39.4% |
| YTD | -41.1% | -53.2% | +12.1% | -39.9% |
| 1Y | -37.9% | -65.0% | +27.1% | -36.1% |
| 3Y | +0.8% | -43.9% | +44.7% | +1.8% |
| 5Y | -4.7% | -49.2% | +44.6% | -4.5% |
| 10Y | +207.9% | -9.2% | +217.1% | +212.4% |
| All | +207.9% | -9.2% | +217.1% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling