+4.3%
ROL vs USFD
+163.9%
-159.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.4% | +8.4% | -5.0% | +2.2% |
| 30D | +20.8% | +12.7% | +8.0% | +18.8% |
| 3M | +3.7% | +1.1% | +2.6% | +3.2% |
| 6M | -27.7% | +30.2% | -57.8% | -30.1% |
| YTD | -34.9% | +45.8% | -80.8% | -39.6% |
| 1Y | -33.3% | +51.9% | -85.2% | -38.7% |
| 3Y | +4.3% | +158.5% | -154.1% | -12.1% |
| All | +4.3% | +163.9% | -159.5% | -12.1% |
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