+460.9%
ROL vs USFR
+28.6%
+432.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +20.6% | +0.4% | +20.2% | +20.6% |
| 3M | +4.5% | +1.1% | +3.4% | +4.5% |
| 6M | -26.5% | +2.1% | -28.6% | -26.5% |
| YTD | -34.8% | +3.4% | -38.3% | -34.8% |
| 1Y | -33.2% | +4.1% | -37.3% | -33.1% |
| 3Y | +4.5% | +14.4% | -9.9% | +5.0% |
| 5Y | +15.5% | +21.4% | -5.9% | +16.3% |
| 10Y | +217.2% | +28.5% | +188.7% | +218.3% |
| All | +460.9% | +28.6% | +432.3% | +450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling