+212.7%
ROL vs USFD
+359.1%
-146.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -1.7% | +1.3% | -3.0% | -1.8% |
| 30D | +18.5% | +10.6% | +8.0% | +17.1% |
| 3M | +4.3% | -2.4% | +6.8% | +4.5% |
| 6M | -27.7% | +28.9% | -56.6% | -29.9% |
| YTD | -35.8% | +43.7% | -79.5% | -38.9% |
| 1Y | -34.1% | +48.5% | -82.6% | -37.6% |
| 3Y | +2.9% | +154.7% | -151.8% | -8.7% |
| 5Y | +12.7% | +218.4% | -205.7% | -3.3% |
| All | +212.7% | +359.1% | -146.4% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling