+208.2%
ROL vs NSC
+324.0%
-115.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -3.3% | -2.0% | -1.2% | -2.6% |
| 30D | -7.2% | -3.2% | -4.0% | -6.3% |
| 3M | -27.0% | +3.9% | -30.9% | -28.2% |
| 6M | -39.5% | +7.8% | -47.3% | -41.4% |
| YTD | -41.8% | +13.4% | -55.2% | -44.6% |
| 1Y | -38.9% | +20.3% | -59.2% | -43.0% |
| 3Y | -0.4% | +76.1% | -76.5% | -21.0% |
| 5Y | -4.2% | +45.0% | -49.2% | -19.4% |
| 10Y | +208.2% | +335.7% | -127.5% | +84.8% |
| All | +208.2% | +324.0% | -115.8% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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