-39.4%
ROL vs FRMI
-78.1%
+38.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.5% |
| 7D | -3.2% | +7.4% | -10.6% | -2.9% |
| 30D | -4.9% | -27.6% | +22.7% | -5.5% |
| 3M | -25.8% | -20.9% | -5.0% | -26.0% |
| 6M | -37.6% | -36.6% | -1.0% | -38.0% |
| YTD | -41.5% | -31.3% | -10.2% | -41.6% |
| All | -39.4% | -78.1% | +38.7% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling