-0.4%
ROL vs USHY
+27.6%
-28.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -3.3% | -0.1% | -3.1% | -3.1% |
| 30D | -7.2% | 0.0% | -7.2% | -7.2% |
| 3M | -27.0% | +0.8% | -27.8% | -27.6% |
| 6M | -39.5% | +1.9% | -41.4% | -40.8% |
| YTD | -41.8% | +2.3% | -44.0% | -43.2% |
| 1Y | -38.9% | +4.1% | -43.0% | -41.6% |
| All | -0.4% | +27.6% | -28.0% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling