+4.7%
ROL vs FLUT
-45.9%
+50.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +3.0% | -0.7% | +3.7% | +3.0% |
| 30D | +19.8% | +9.3% | +10.5% | +19.0% |
| 3M | +7.9% | -17.5% | +25.4% | +8.9% |
| 6M | -25.6% | -14.6% | -11.0% | -25.1% |
| YTD | -34.1% | -62.3% | +28.1% | -31.5% |
| 1Y | -31.4% | -59.6% | +28.2% | -28.8% |
| 3Y | +4.7% | -45.3% | +50.0% | +7.2% |
| All | +4.7% | -45.9% | +50.6% | +7.2% |
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