-4.7%
ROL vs FTI
+1,110.9%
-1,115.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.3% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -6.9% | +12.3% | -19.3% | -8.0% |
| 3M | -24.6% | +13.8% | -38.4% | -25.7% |
| 6M | -39.5% | +24.3% | -63.8% | -41.0% |
| YTD | -41.1% | +75.8% | -116.9% | -44.5% |
| 1Y | -37.9% | +99.6% | -137.6% | -42.4% |
| 3Y | +0.8% | +278.4% | -277.6% | -13.7% |
| 5Y | -4.7% | +1,168.7% | -1,173.4% | -28.2% |
| All | -4.7% | +1,110.9% | -1,115.6% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling