-0.5%
ROL vs USFD
+215.8%
-216.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.4% | -3.0% | +1.6% | -0.9% |
| 30D | -4.1% | +3.5% | -7.6% | -4.7% |
| 3M | -22.5% | +26.6% | -49.1% | -25.9% |
| 6M | -37.7% | +11.7% | -49.4% | -39.1% |
| YTD | -39.6% | +38.1% | -77.7% | -44.1% |
| 1Y | -36.0% | +33.4% | -69.4% | -40.3% |
| 3Y | -5.1% | +155.8% | -161.0% | -24.3% |
| All | -0.5% | +215.8% | -216.3% | -26.2% |
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 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