"Roll yield" refers to the gain or loss made from rolling or replacing an expiring futures contract with a new one. In simple terms, it is the profit or loss obtained from swapping a soon-to-expire contract with a new contract. Full definition
One risk with this type of ETF involves something called roll yield. (moneysense.ca)
Also, let her have the toy she wanted to show her that rolling yields rewards. (lovingmomentsbras.com)
Is the VIX futures roll yield (roll return) exploitable via exchange - traded products (ETPs) designed to track direct, levered or inverse VIX futures indexes? (cxoadvisory.com)