+4.6%
ROL vs USFR
+14.0%
-9.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -4.1% | +0.3% | -4.4% | -4.5% |
| 3M | -22.5% | +1.0% | -23.5% | -23.7% |
| 6M | -37.7% | +1.9% | -39.6% | -39.3% |
| YTD | -39.6% | +2.6% | -42.2% | -41.9% |
| 1Y | -36.0% | +4.0% | -40.0% | -40.1% |
| All | +4.6% | +14.0% | -9.5% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling