+15.6%
ROL vs FN
+148.3%
-132.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -14.2% | +15.2% | +1.2% |
| 7D | +11.7% | -16.0% | +27.7% | +11.9% |
| 30D | +27.7% | -40.1% | +67.8% | +28.7% |
| 3M | +3.7% | -43.9% | +47.6% | +4.5% |
| 6M | -27.8% | -55.6% | +27.9% | -26.8% |
| YTD | -34.7% | -35.7% | +1.0% | -35.2% |
| 1Y | -34.1% | -39.8% | +5.7% | -34.5% |
| 3Y | +5.9% | +80.3% | -74.4% | -5.8% |
| 5Y | +15.6% | +143.3% | -127.6% | -7.1% |
| All | +15.6% | +148.3% | -132.6% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling