+214.2%
ROL vs FN
+900.0%
-685.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.2% |
| 7D | -1.4% | -1.7% | +0.3% | -1.3% |
| 30D | -4.1% | -22.0% | +17.9% | -2.6% |
| 3M | -22.5% | -43.0% | +20.5% | -19.7% |
| 6M | -37.7% | -27.7% | -9.9% | -37.3% |
| YTD | -39.6% | -10.5% | -29.1% | -40.8% |
| 1Y | -36.0% | +12.5% | -48.5% | -39.1% |
| 3Y | -5.1% | +153.8% | -158.9% | -22.3% |
| 5Y | -3.4% | +288.0% | -291.4% | -28.3% |
| All | +214.2% | +900.0% | -685.8% | +98.5% |
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