-34.1%
ROL vs FTV
+31.4%
-65.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -1.7% | +3.7% | -5.4% | -2.6% |
| 30D | +18.5% | +16.8% | +1.7% | +14.1% |
| 3M | +4.3% | +10.4% | -6.0% | +1.7% |
| 6M | -27.7% | +12.8% | -40.5% | -30.2% |
| YTD | -35.8% | +23.3% | -59.1% | -39.2% |
| 1Y | -34.1% | +31.0% | -65.1% | -39.5% |
| All | -34.1% | +31.4% | -65.5% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling