+214.9%
ROL vs FLUT
-26.1%
+240.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | +7.5% | -6.5% | +14.0% | +7.8% |
| 30D | +21.1% | +2.8% | +18.4% | +21.0% |
| 3M | +3.1% | -13.5% | +16.6% | +3.6% |
| 6M | -27.4% | -19.0% | -8.5% | -27.0% |
| YTD | -34.7% | -61.9% | +27.2% | -32.9% |
| 1Y | -32.9% | -63.2% | +30.3% | -31.0% |
| 3Y | +6.1% | -46.0% | +52.2% | +7.5% |
| 5Y | +16.3% | -51.8% | +68.1% | +17.0% |
| 10Y | +214.9% | -26.1% | +240.9% | +222.3% |
| All | +214.9% | -26.1% | +240.9% | +222.3% |
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