-4.7%
ROL vs NOC
+56.8%
-61.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | -3.4% | -2.7% | -0.7% | -3.0% |
| 30D | -6.9% | -8.9% | +1.9% | -5.4% |
| 3M | -24.6% | -3.7% | -20.9% | -24.2% |
| 6M | -39.5% | -30.8% | -8.7% | -35.5% |
| YTD | -41.1% | -7.9% | -33.2% | -40.8% |
| 1Y | -37.9% | -9.4% | -28.5% | -37.4% |
| 3Y | +0.8% | +29.0% | -28.2% | -7.4% |
| 5Y | -4.7% | +56.1% | -60.7% | -18.0% |
| All | -4.7% | +56.8% | -61.4% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling