+214.6%
ROL vs FTV
+90.8%
+123.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -1.4% | -4.5% | +3.1% | +0.1% |
| 30D | -4.1% | -7.1% | +3.0% | -1.7% |
| 3M | -22.5% | -7.2% | -15.3% | -20.8% |
| 6M | -37.7% | -1.5% | -36.2% | -37.7% |
| YTD | -39.6% | +3.5% | -43.0% | -40.9% |
| 1Y | -36.0% | +20.3% | -56.4% | -40.8% |
| 3Y | -5.1% | -3.1% | -2.0% | -7.0% |
| 5Y | -3.4% | +2.3% | -5.7% | -8.9% |
| 10Y | +215.2% | +76.3% | +138.9% | +142.1% |
| All | +214.6% | +90.8% | +123.8% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling