-38.9%
ROL vs USFR
+4.0%
-42.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.3% | +0.1% | -3.3% | -3.3% |
| 30D | -7.2% | +0.3% | -7.5% | -7.4% |
| 3M | -27.0% | +1.0% | -28.0% | -27.9% |
| 6M | -39.5% | +1.9% | -41.4% | -39.9% |
| YTD | -41.8% | +2.7% | -44.5% | -46.3% |
| 1Y | -38.9% | +4.0% | -42.9% | -58.0% |
| All | -38.9% | +4.0% | -42.9% | -58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling