+123.3%
ROL vs FND
+57.3%
+66.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -3.3% | -0.8% | -2.5% | -3.2% |
| 30D | -7.2% | -19.6% | +12.4% | -4.4% |
| 3M | -27.0% | -4.3% | -22.6% | -26.9% |
| 6M | -39.5% | -20.4% | -19.1% | -38.1% |
| YTD | -41.8% | -21.9% | -19.9% | -40.5% |
| 1Y | -38.9% | -45.2% | +6.3% | -34.3% |
| 3Y | -0.4% | -49.2% | +48.8% | +5.3% |
| 5Y | -4.2% | -61.8% | +57.6% | +2.7% |
| All | +123.3% | +57.3% | +66.0% | +99.1% |
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