+4,467.4%
ROL vs FLUT
+2,054.3%
+2,413.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | -1.4% | -1.6% | +0.2% | -1.4% |
| 30D | -4.1% | +7.7% | -11.8% | -4.3% |
| 3M | -22.5% | -0.7% | -21.8% | -22.5% |
| 6M | -37.7% | -11.2% | -26.5% | -37.5% |
| YTD | -39.6% | -53.4% | +13.9% | -38.4% |
| 1Y | -36.0% | -65.8% | +29.7% | -34.3% |
| 3Y | -5.1% | -44.9% | +39.8% | -4.2% |
| 5Y | -3.4% | -49.7% | +46.3% | -2.9% |
| 10Y | +215.2% | -9.7% | +225.0% | +211.2% |
| All | +4,467.4% | +2,054.3% | +2,413.1% | +4,455.3% |
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