-34.4%
ROL vs FN
-33.3%
-1.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.7% | -13.7% | -1.5% |
| 7D | +9.5% | 0.0% | +9.5% | +9.6% |
| 30D | +22.9% | -34.3% | +57.2% | +21.3% |
| 3M | +3.5% | -39.9% | +43.4% | +2.0% |
| 6M | -29.4% | -51.8% | +22.4% | -30.4% |
| YTD | -36.1% | -28.1% | -7.9% | -37.2% |
| 1Y | -34.4% | -29.1% | -5.3% | -35.9% |
| All | -34.4% | -33.3% | -1.0% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling