-33.3%
ROL vs FN
-24.2%
-9.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.4% | -0.5% |
| 7D | +3.4% | -4.1% | +7.5% | +3.4% |
| 30D | +20.8% | -28.3% | +49.1% | +19.6% |
| 3M | +3.7% | -33.9% | +37.6% | +2.6% |
| 6M | -27.7% | -43.9% | +16.2% | -28.5% |
| YTD | -34.9% | -23.4% | -11.5% | -35.9% |
| 1Y | -33.3% | -25.4% | -7.9% | -34.5% |
| All | -33.3% | -24.2% | -9.1% | -34.5% |
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 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