+152.6%
ROL vs FND
+57.9%
+94.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.9% |
| 7D | +3.0% | -6.8% | +9.8% | +4.0% |
| 30D | +19.8% | +8.0% | +11.8% | +18.3% |
| 3M | +7.9% | -18.9% | +26.8% | +10.9% |
| 6M | -25.6% | +4.7% | -30.3% | -26.8% |
| YTD | -34.1% | -21.6% | -12.6% | -32.8% |
| 1Y | -31.4% | -22.0% | -9.4% | -30.0% |
| 3Y | +4.7% | -40.4% | +45.1% | +7.7% |
| 5Y | +15.6% | -63.8% | +79.4% | +25.0% |
| All | +152.6% | +57.9% | +94.8% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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