-4.7%
ROL vs FTV
+4.3%
-9.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.3% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | -6.9% | -8.3% | +1.4% | -4.5% |
| 3M | -24.6% | -7.4% | -17.2% | -23.1% |
| 6M | -39.5% | -1.2% | -38.3% | -39.6% |
| YTD | -41.1% | +2.7% | -43.8% | -42.1% |
| 1Y | -37.9% | +18.4% | -56.4% | -41.7% |
| 3Y | +0.8% | -2.0% | +2.8% | -1.2% |
| 5Y | -4.7% | +3.4% | -8.1% | -10.5% |
| All | -4.7% | +4.3% | -9.0% | -10.5% |
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 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