+16.3%
ROL vs FND
-60.4%
+76.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.6% |
| 7D | +7.5% | +8.5% | -1.0% | +6.3% |
| 30D | +21.1% | +17.2% | +3.9% | +18.7% |
| 3M | +3.1% | -14.9% | +18.1% | +4.8% |
| 6M | -27.4% | +3.1% | -30.5% | -28.2% |
| YTD | -34.7% | -12.4% | -22.3% | -34.5% |
| 1Y | -32.9% | -10.0% | -22.9% | -33.0% |
| 3Y | +6.1% | -31.3% | +37.5% | +6.1% |
| 5Y | +16.3% | -60.3% | +76.7% | +29.0% |
| All | +16.3% | -60.4% | +76.8% | +29.0% |
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