-2.0%
ROL vs USHY
+20.9%
-22.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.2% | -0.7% | -2.5% | -2.5% |
| 30D | -4.9% | -0.7% | -4.2% | -4.3% |
| 3M | -25.8% | +0.1% | -25.9% | -25.9% |
| 6M | -37.6% | +1.8% | -39.3% | -38.6% |
| YTD | -41.5% | +1.8% | -43.3% | -42.5% |
| 1Y | -39.5% | +3.3% | -42.8% | -41.4% |
| 3Y | +0.1% | +27.0% | -26.8% | -21.2% |
| All | -2.0% | +20.9% | -22.9% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling