-31.8%
ROL vs FRMI
-89.6%
+57.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +26.7% | -24.1% | +3.3% |
| 7D | +3.0% | +66.2% | -63.3% | +4.8% |
| 30D | +19.8% | -17.4% | +37.2% | +19.6% |
| 3M | +7.9% | -60.5% | +68.4% | +6.0% |
| 6M | -25.6% | -56.5% | +30.9% | -26.7% |
| YTD | -34.1% | -67.4% | +33.2% | -35.3% |
| 1Y | -31.4% | -85.1% | +53.7% | -33.5% |
| All | -31.8% | -89.6% | +57.8% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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