+4,733.6%
ROL vs FLUT
+1,658.1%
+3,075.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.6% |
| 3M | +3.5% | -12.2% | +15.7% | +3.9% |
| 6M | -29.4% | -17.6% | -11.8% | -29.1% |
| YTD | -36.1% | -62.0% | +26.0% | -34.5% |
| 1Y | -34.4% | -62.3% | +27.9% | -32.7% |
| 3Y | +4.0% | -52.0% | +56.0% | +5.5% |
| 5Y | +13.2% | -51.8% | +65.0% | +14.0% |
| 10Y | +219.7% | -26.3% | +246.0% | +217.3% |
| All | +4,733.6% | +1,658.1% | +3,075.5% | +4,748.2% |
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 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