-34.7%
ROL vs NOC
-7.1%
-27.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +3.2% |
| 7D | +14.6% | -5.0% | +19.5% | +15.2% |
| 30D | +29.3% | +10.3% | +18.9% | +28.0% |
| 3M | +2.0% | -4.3% | +6.3% | +1.9% |
| 6M | -28.5% | -6.5% | -22.0% | -28.6% |
| YTD | -35.3% | -6.7% | -28.6% | -35.8% |
| 1Y | -34.7% | -7.5% | -27.2% | -35.2% |
| All | -34.7% | -7.1% | -27.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling