+4,756.9%
ROL vs FTI
+1,715.2%
+3,041.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | +7.5% | -4.3% | +11.8% | +8.3% |
| 30D | +21.1% | -8.0% | +29.2% | +22.5% |
| 3M | +3.1% | -8.0% | +11.2% | +4.1% |
| 6M | -27.4% | -8.7% | -18.8% | -26.9% |
| YTD | -34.7% | +43.9% | -78.6% | -39.6% |
| 1Y | -32.9% | +49.8% | -82.7% | -38.5% |
| 3Y | +6.1% | +211.7% | -205.6% | -16.8% |
| 5Y | +16.3% | +781.6% | -765.2% | -28.1% |
| 10Y | +214.9% | +180.2% | +34.7% | +119.2% |
| All | +4,756.9% | +1,715.2% | +3,041.7% | +1,644.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling