+16.0%
ROL vs USFR
+21.4%
-5.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +19.8% | +0.4% | +19.4% | +19.8% |
| 3M | +7.9% | +1.1% | +6.8% | +8.0% |
| 6M | -25.6% | +2.0% | -27.7% | -25.5% |
| YTD | -34.1% | +3.5% | -37.6% | -34.0% |
| 1Y | -31.4% | +4.1% | -35.5% | -31.4% |
| 3Y | +4.7% | +14.4% | -9.7% | +10.9% |
| All | +16.0% | +21.4% | -5.4% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling