+4,395.8%
ROL vs FTI
+2,165.1%
+2,230.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.4% | +5.3% | -6.7% | -2.3% |
| 30D | -4.1% | +15.3% | -19.4% | -6.6% |
| 3M | -22.5% | +15.8% | -38.3% | -24.8% |
| 6M | -37.7% | +22.6% | -60.2% | -40.3% |
| YTD | -39.6% | +79.5% | -119.1% | -46.0% |
| 1Y | -36.0% | +102.0% | -138.0% | -44.1% |
| 3Y | -5.1% | +315.8% | -321.0% | -29.2% |
| 5Y | -3.4% | +1,129.5% | -1,132.9% | -43.8% |
| 10Y | +215.2% | +320.9% | -105.7% | +101.3% |
| All | +4,395.8% | +2,165.1% | +2,230.7% | +1,459.9% |
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