+212.7%
ROL vs FLUT
-26.1%
+238.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.7% | -1.3% |
| 7D | -1.7% | -1.2% | -0.5% | -1.6% |
| 30D | +18.5% | +5.0% | +13.5% | +18.3% |
| 3M | +4.3% | -16.4% | +20.8% | +4.9% |
| 6M | -27.7% | -14.6% | -13.1% | -27.4% |
| YTD | -35.8% | -61.9% | +26.1% | -34.0% |
| 1Y | -34.1% | -65.0% | +30.9% | -32.1% |
| 3Y | +2.9% | -44.8% | +47.8% | +4.2% |
| 5Y | +12.7% | -49.9% | +62.6% | +13.2% |
| All | +212.7% | -26.1% | +238.8% | +219.9% |
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