+252.8%
ROL vs USFD
+340.6%
-87.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.3% |
| 7D | +11.7% | +3.9% | +7.8% | +11.2% |
| 30D | +27.7% | +10.7% | +17.0% | +26.2% |
| 3M | +3.7% | +6.3% | -2.7% | +2.8% |
| 6M | -27.8% | +16.2% | -44.0% | -29.2% |
| YTD | -34.7% | +41.9% | -76.5% | -37.8% |
| 1Y | -34.1% | +44.2% | -78.3% | -37.4% |
| 3Y | +5.9% | +159.8% | -153.9% | -6.4% |
| 5Y | +15.6% | +177.1% | -161.5% | +0.3% |
| 10Y | +226.5% | +376.2% | -149.7% | +171.9% |
| All | +252.8% | +340.6% | -87.8% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling