+238.8%
ROL vs FTV
+126.9%
+111.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.6% |
| 7D | +3.4% | +1.4% | +2.0% | +2.9% |
| 30D | +20.8% | +18.3% | +2.5% | +13.9% |
| 3M | +3.7% | +9.8% | -6.1% | +0.3% |
| 6M | -27.7% | +12.3% | -40.0% | -30.9% |
| YTD | -34.9% | +23.1% | -58.0% | -40.1% |
| 1Y | -33.3% | +32.5% | -65.8% | -40.2% |
| 3Y | +4.3% | +38.3% | -34.0% | -10.2% |
| 5Y | +15.0% | +16.8% | -1.9% | +3.6% |
| 10Y | +214.7% | +106.6% | +108.1% | +127.5% |
| All | +238.8% | +126.9% | +111.8% | +143.2% |
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 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