+4,560.8%
ROL vs NDAQ
+2,593.6%
+1,967.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +9.5% | +0.8% | +8.7% | +9.2% |
| 30D | +22.9% | +16.5% | +6.4% | +18.1% |
| 3M | +3.5% | +13.5% | -10.0% | +0.1% |
| 6M | -29.4% | +20.9% | -50.3% | -33.0% |
| YTD | -36.1% | +11.4% | -47.5% | -38.3% |
| 1Y | -34.4% | +25.9% | -60.3% | -38.7% |
| 3Y | +4.0% | +119.9% | -115.8% | -16.6% |
| 5Y | +13.2% | +61.7% | -48.5% | -2.6% |
| 10Y | +219.7% | +481.6% | -261.9% | +101.4% |
| All | +4,560.8% | +2,593.6% | +1,967.2% | +2,171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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