+208.2%
ROL vs FTV
+78.2%
+130.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.7% |
| 7D | -3.3% | -1.3% | -2.0% | -2.8% |
| 30D | -7.2% | -9.5% | +2.3% | -4.0% |
| 3M | -27.0% | -10.9% | -16.1% | -24.3% |
| 6M | -39.5% | -0.6% | -38.9% | -39.7% |
| YTD | -41.8% | +1.4% | -43.2% | -42.7% |
| 1Y | -38.9% | +17.6% | -56.5% | -43.0% |
| 3Y | -0.4% | -3.3% | +2.9% | -2.4% |
| 5Y | -4.2% | -0.1% | -4.1% | -8.9% |
| 10Y | +208.2% | +82.5% | +125.7% | +133.0% |
| All | +208.2% | +78.2% | +130.0% | +133.0% |
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