+131.8%
ROL vs FND
+66.0%
+65.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -1.4% | -5.2% | +3.8% | -0.7% |
| 30D | -4.1% | -19.9% | +15.8% | -1.1% |
| 3M | -22.5% | +2.7% | -25.2% | -23.2% |
| 6M | -37.7% | -21.7% | -16.0% | -36.0% |
| YTD | -39.6% | -17.5% | -22.1% | -38.7% |
| 1Y | -36.0% | -39.3% | +3.3% | -32.3% |
| 3Y | -5.1% | -49.8% | +44.6% | +0.6% |
| 5Y | -3.4% | -60.1% | +56.7% | +2.9% |
| All | +131.8% | +66.0% | +65.7% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling