+208.2%
ROL vs FTI
+297.7%
-89.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -3.3% | -2.3% | -0.9% | -3.1% |
| 30D | -7.2% | +5.0% | -12.3% | -7.6% |
| 3M | -27.0% | +13.8% | -40.8% | -27.8% |
| 6M | -39.5% | +22.9% | -62.4% | -40.6% |
| YTD | -41.8% | +75.0% | -116.8% | -44.4% |
| 1Y | -38.9% | +96.9% | -135.8% | -42.2% |
| 3Y | -0.4% | +276.7% | -277.1% | -11.4% |
| 5Y | -4.2% | +1,157.0% | -1,161.2% | -23.3% |
| 10Y | +208.2% | +310.7% | -102.5% | +167.2% |
| All | +208.2% | +297.7% | -89.5% | +167.2% |
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