+4,825.3%
ROL vs FLUT
+1,739.7%
+3,085.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | 0.0% |
| 7D | +0.8% | +4.5% | -3.8% | +0.6% |
| 30D | +20.6% | +9.2% | +11.4% | +20.2% |
| 3M | +4.5% | -13.7% | +18.1% | +4.9% |
| 6M | -26.5% | -9.0% | -17.5% | -26.4% |
| YTD | -34.8% | -60.2% | +25.4% | -33.3% |
| 1Y | -33.2% | -63.1% | +29.9% | -31.5% |
| 3Y | +4.5% | -42.5% | +46.9% | +5.4% |
| 5Y | +15.5% | -47.6% | +63.1% | +16.1% |
| 10Y | +217.2% | -22.9% | +240.1% | +214.4% |
| All | +4,825.3% | +1,739.7% | +3,085.6% | +4,832.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling