+220.7%
ROL vs FTV
+109.2%
+111.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +3.0% | +3.9% | -0.9% | +1.6% |
| 30D | +19.8% | +18.7% | +1.1% | +12.8% |
| 3M | +7.9% | +10.0% | -2.1% | +4.2% |
| 6M | -25.6% | +14.6% | -40.2% | -29.5% |
| YTD | -34.1% | +23.4% | -57.6% | -39.5% |
| 1Y | -31.4% | +31.3% | -62.7% | -38.4% |
| 3Y | +4.7% | +39.8% | -35.1% | -10.5% |
| 5Y | +15.6% | +17.7% | -2.1% | +3.7% |
| All | +220.7% | +109.2% | +111.5% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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