+208.2%
ROL vs USFR
+28.0%
+180.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.3% | +0.1% | -3.3% | -3.2% |
| 30D | -7.2% | +0.3% | -7.5% | -7.1% |
| 3M | -27.0% | +1.0% | -28.0% | -26.6% |
| 6M | -39.5% | +1.9% | -41.4% | -39.0% |
| YTD | -41.8% | +2.7% | -44.5% | -41.1% |
| 1Y | -38.9% | +4.0% | -42.9% | -37.9% |
| 3Y | -0.4% | +14.0% | -14.4% | +6.0% |
| 5Y | -4.2% | +20.4% | -24.6% | +4.7% |
| 10Y | +208.2% | +28.0% | +180.2% | +236.3% |
| All | +208.2% | +28.0% | +180.2% | +236.3% |
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