+214.7%
ROL vs USFR
+28.5%
+186.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +20.8% | +0.4% | +20.4% | +21.0% |
| 3M | +3.7% | +1.1% | +2.7% | +4.3% |
| 6M | -27.7% | +2.1% | -29.7% | -27.0% |
| YTD | -34.9% | +3.4% | -38.4% | -33.9% |
| 1Y | -33.3% | +4.1% | -37.4% | -32.1% |
| 3Y | +4.3% | +14.4% | -10.1% | +11.2% |
| 5Y | +15.0% | +21.4% | -6.4% | +26.2% |
| 10Y | +214.7% | +28.5% | +186.2% | +246.1% |
| All | +214.7% | +28.5% | +186.2% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling