+4.7%
ROL vs USFD
+156.3%
-151.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +3.0% | +1.7% | +1.3% | +2.8% |
| 30D | +19.8% | +10.2% | +9.6% | +18.2% |
| 3M | +7.9% | -1.5% | +9.4% | +7.7% |
| 6M | -25.6% | +27.3% | -53.0% | -28.0% |
| YTD | -34.1% | +44.0% | -78.1% | -38.7% |
| 1Y | -31.4% | +50.4% | -81.7% | -36.9% |
| 3Y | +4.7% | +153.6% | -148.9% | -11.2% |
| All | +4.7% | +156.3% | -151.6% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling