+13.6%
ROL vs USFD
+188.3%
-174.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +9.5% | +3.0% | +6.5% | +8.7% |
| 30D | +22.9% | +11.1% | +11.9% | +20.3% |
| 3M | +3.5% | -0.3% | +3.8% | +3.4% |
| 6M | -29.4% | +15.9% | -45.3% | -31.7% |
| YTD | -36.1% | +41.6% | -77.7% | -41.5% |
| 1Y | -34.4% | +49.4% | -83.8% | -40.8% |
| 3Y | +4.0% | +157.8% | -153.8% | -18.8% |
| All | +13.6% | +188.3% | -174.7% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling