-4.7%
ROL vs NSC
+46.6%
-51.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | -3.4% | -1.5% | -1.9% | -3.0% |
| 30D | -6.9% | -1.9% | -5.0% | -6.5% |
| 3M | -24.6% | +6.2% | -30.8% | -26.1% |
| 6M | -39.5% | +9.2% | -48.7% | -41.3% |
| YTD | -41.1% | +15.0% | -56.1% | -43.7% |
| 1Y | -37.9% | +21.1% | -59.0% | -41.5% |
| 3Y | +0.8% | +78.6% | -77.8% | -18.9% |
| 5Y | -4.7% | +45.9% | -50.6% | -18.3% |
| All | -4.7% | +46.6% | -51.3% | -18.3% |
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