-4.2%
ROL vs NI
+95.2%
-99.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -3.3% | +1.3% | -4.5% | -3.8% |
| 30D | -7.2% | -0.3% | -7.0% | -7.2% |
| 3M | -27.0% | -9.5% | -17.5% | -24.2% |
| 6M | -39.5% | -10.2% | -29.3% | -37.0% |
| YTD | -41.8% | +1.8% | -43.6% | -42.5% |
| 1Y | -38.9% | +5.7% | -44.5% | -40.6% |
| 3Y | -0.4% | +69.6% | -70.0% | -20.2% |
| 5Y | -4.2% | +95.8% | -100.0% | -28.1% |
| All | -4.2% | +95.2% | -99.4% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling