+15.5%
ROL vs NSC
+31.1%
-15.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.8% | -3.5% | +4.3% | +1.7% |
| 30D | +20.6% | +3.9% | +16.6% | +19.3% |
| 3M | +4.5% | -0.8% | +5.3% | +4.6% |
| 6M | -26.5% | +7.1% | -33.6% | -28.3% |
| YTD | -34.8% | +16.4% | -51.3% | -38.0% |
| 1Y | -33.2% | +16.9% | -50.1% | -36.5% |
| 3Y | +4.5% | +78.4% | -73.9% | -15.9% |
| 5Y | +15.5% | +33.1% | -17.6% | +3.1% |
| All | +15.5% | +31.1% | -15.6% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling