-1.0%
ROL vs FRSH
-72.5%
+71.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -3.2% | -6.6% | +3.4% | -2.7% |
| 30D | -4.9% | +2.1% | -7.0% | -5.1% |
| 3M | -25.8% | +29.0% | -54.8% | -27.2% |
| 6M | -37.6% | +48.6% | -86.2% | -39.5% |
| YTD | -41.5% | -2.9% | -38.5% | -41.7% |
| 1Y | -39.5% | -7.9% | -31.6% | -39.6% |
| 3Y | +0.1% | -46.5% | +46.6% | +2.9% |
| All | -1.0% | -72.5% | +71.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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