+97.7%
ROL vs USHY
+49.7%
+48.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.6% |
| 7D | -3.2% | -0.7% | -2.5% | -2.4% |
| 30D | -6.6% | -0.5% | -6.1% | -6.1% |
| 3M | -27.3% | +0.5% | -27.8% | -27.7% |
| 6M | -38.1% | +1.5% | -39.6% | -39.1% |
| YTD | -41.8% | +1.7% | -43.5% | -42.9% |
| 1Y | -37.8% | +3.5% | -41.3% | -40.2% |
| 3Y | -0.3% | +27.2% | -27.5% | -24.1% |
| 5Y | -5.1% | +21.0% | -26.0% | -22.6% |
| All | +97.7% | +49.7% | +48.0% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling