+16.3%
ROL vs FTI
+771.0%
-754.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | +7.5% | -4.3% | +11.8% | +7.9% |
| 30D | +21.1% | -8.0% | +29.2% | +21.8% |
| 3M | +3.1% | -8.0% | +11.2% | +3.6% |
| 6M | -27.4% | -8.7% | -18.8% | -27.2% |
| YTD | -34.7% | +43.9% | -78.6% | -37.7% |
| 1Y | -32.9% | +49.8% | -82.7% | -36.3% |
| 3Y | +6.1% | +211.7% | -205.6% | -8.3% |
| 5Y | +16.3% | +781.6% | -765.2% | -14.0% |
| All | +16.3% | +771.0% | -754.6% | -14.0% |
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