+4.0%
ROL vs FLUT
-52.0%
+56.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | +9.5% | -1.1% | +10.6% | +9.5% |
| 30D | +22.9% | +7.7% | +15.2% | +22.3% |
| 3M | +3.5% | -12.2% | +15.7% | +4.1% |
| 6M | -29.4% | -17.6% | -11.8% | -28.8% |
| YTD | -36.1% | -62.0% | +26.0% | -33.6% |
| 1Y | -34.4% | -62.3% | +27.9% | -31.8% |
| 3Y | +4.0% | -52.0% | +56.0% | +6.7% |
| All | +4.0% | -52.0% | +56.0% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling