-39.7%
ROL vs FRMI
-78.0%
+38.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.3% |
| 7D | -3.3% | +15.9% | -19.2% | -2.9% |
| 30D | -7.2% | -6.0% | -1.3% | -7.2% |
| 3M | -27.0% | -1.6% | -25.4% | -26.9% |
| 6M | -39.5% | -30.7% | -8.8% | -39.7% |
| YTD | -41.8% | -30.9% | -10.9% | -42.0% |
| All | -39.7% | -78.0% | +38.3% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling