+208.2%
ROL vs NOC
+186.7%
+21.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -3.3% | -1.6% | -1.7% | -2.9% |
| 30D | -7.2% | -10.4% | +3.2% | -4.6% |
| 3M | -27.0% | -5.6% | -21.4% | -26.1% |
| 6M | -39.5% | -30.4% | -9.1% | -33.6% |
| YTD | -41.8% | -8.5% | -33.3% | -41.1% |
| 1Y | -38.9% | -8.3% | -30.5% | -38.2% |
| 3Y | -0.4% | +28.2% | -28.6% | -10.8% |
| 5Y | -4.2% | +56.7% | -60.9% | -21.7% |
| 10Y | +208.2% | +189.3% | +18.9% | +92.1% |
| All | +208.2% | +186.7% | +21.5% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling