+205.1%
ROL vs NI
+143.3%
+61.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -3.2% | -0.6% | -2.6% | -3.0% |
| 30D | -6.6% | -1.4% | -5.2% | -6.2% |
| 3M | -27.3% | -10.6% | -16.7% | -24.5% |
| 6M | -38.1% | -9.9% | -28.2% | -35.9% |
| YTD | -41.8% | +1.2% | -42.9% | -42.2% |
| 1Y | -37.8% | +4.4% | -42.2% | -39.0% |
| 3Y | -0.3% | +68.6% | -68.9% | -17.8% |
| 5Y | -5.1% | +98.0% | -103.1% | -26.2% |
| All | +205.1% | +143.3% | +61.8% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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