-4.7%
ROL vs FND
-61.9%
+57.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -2.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -6.9% | -23.6% | +16.6% | -4.0% |
| 3M | -24.6% | +4.3% | -28.9% | -25.3% |
| 6M | -39.5% | -20.3% | -19.3% | -38.3% |
| YTD | -41.1% | -21.3% | -19.8% | -40.0% |
| 1Y | -37.9% | -45.4% | +7.4% | -33.9% |
| 3Y | +0.8% | -48.9% | +49.7% | +5.5% |
| 5Y | -4.7% | -61.0% | +56.4% | +3.0% |
| All | -4.7% | -61.9% | +57.2% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling