+220.7%
ROL vs FN
+700.1%
-479.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.3% | +9.9% | +3.0% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +19.8% | -16.5% | +36.3% | +20.7% |
| 3M | +7.9% | -42.1% | +50.0% | +11.2% |
| 6M | -25.6% | -52.9% | +27.2% | -22.6% |
| YTD | -34.1% | -28.0% | -6.2% | -34.9% |
| 1Y | -31.4% | -18.5% | -12.9% | -33.2% |
| 3Y | +4.7% | +93.9% | -89.2% | -12.8% |
| 5Y | +15.6% | +170.5% | -154.9% | -11.4% |
| All | +220.7% | +700.1% | -479.4% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling