+9,763.6%
ROL vs NOC
+17,233.0%
-7,469.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.5% |
| 7D | +7.5% | -2.9% | +10.4% | +8.2% |
| 30D | +21.1% | +12.1% | +9.0% | +17.8% |
| 3M | +3.1% | -5.3% | +8.4% | +4.3% |
| 6M | -27.4% | -1.0% | -26.4% | -27.6% |
| YTD | -34.7% | -4.3% | -30.4% | -34.7% |
| 1Y | -32.9% | -3.6% | -29.3% | -33.1% |
| 3Y | +6.1% | +22.9% | -16.8% | -1.3% |
| 5Y | +16.3% | +60.4% | -44.0% | 0.0% |
| 10Y | +214.9% | +161.3% | +53.6% | +136.7% |
| All | +9,763.6% | +17,233.0% | -7,469.4% | +4,116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling