+220.7%
ROL vs FTI
+189.4%
+31.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.4% |
| 7D | +3.0% | +4.3% | -1.3% | +2.7% |
| 30D | +19.8% | -4.7% | +24.4% | +20.0% |
| 3M | +7.9% | -13.5% | +21.4% | +8.8% |
| 6M | -25.6% | -8.7% | -16.9% | -25.4% |
| YTD | -34.1% | +49.0% | -83.2% | -36.5% |
| 1Y | -31.4% | +54.0% | -85.4% | -34.0% |
| 3Y | +4.7% | +211.6% | -206.9% | -5.7% |
| 5Y | +15.6% | +881.9% | -866.3% | -5.9% |
| All | +220.7% | +189.4% | +31.3% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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