+14.0%
ROL vs FTV
+13.4%
+0.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +9.5% | +0.2% | +9.3% | +9.4% |
| 30D | +22.9% | +15.7% | +7.3% | +17.7% |
| 3M | +3.5% | +7.5% | -4.0% | +1.2% |
| 6M | -29.4% | +8.5% | -37.9% | -31.4% |
| YTD | -36.1% | +18.8% | -54.8% | -39.8% |
| 1Y | -34.4% | +28.5% | -62.9% | -39.7% |
| 3Y | +4.0% | +34.0% | -30.0% | -8.8% |
| All | +14.0% | +13.4% | +0.6% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling