-4.7%
ROL vs USFR
+20.5%
-25.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -6.9% | +0.3% | -7.3% | -6.9% |
| 3M | -24.6% | +1.0% | -25.6% | -24.4% |
| 6M | -39.5% | +1.9% | -41.5% | -39.2% |
| YTD | -41.1% | +2.7% | -43.8% | -40.7% |
| 1Y | -37.9% | +4.0% | -42.0% | -37.6% |
| 3Y | +0.8% | +14.0% | -13.2% | +10.4% |
| 5Y | -4.7% | +20.4% | -25.1% | +13.2% |
| All | -4.7% | +20.5% | -25.1% | +13.2% |
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