+217.2%
ROL vs FTI
+180.1%
+37.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | +20.6% | -6.3% | +26.8% | +21.0% |
| 3M | +4.5% | -13.1% | +17.6% | +5.4% |
| 6M | -26.5% | -8.0% | -18.5% | -26.3% |
| YTD | -34.8% | +47.1% | -81.9% | -37.1% |
| 1Y | -33.2% | +50.7% | -83.9% | -35.7% |
| 3Y | +4.5% | +209.0% | -204.5% | -5.8% |
| 5Y | +15.5% | +847.0% | -831.4% | -5.8% |
| 10Y | +217.2% | +184.3% | +32.9% | +188.3% |
| All | +217.2% | +180.1% | +37.2% | +188.3% |
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