+9,030.3%
ROL vs NSC
+5,745.4%
+3,284.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -1.4% | -5.5% | +4.1% | +0.3% |
| 30D | -4.1% | -3.2% | -0.9% | -3.2% |
| 3M | -22.5% | +7.7% | -30.2% | -24.5% |
| 6M | -37.7% | +4.5% | -42.2% | -38.8% |
| YTD | -39.6% | +15.6% | -55.1% | -42.6% |
| 1Y | -36.0% | +19.8% | -55.9% | -39.9% |
| 3Y | -5.1% | +70.1% | -75.2% | -21.8% |
| 5Y | -3.4% | +46.1% | -49.5% | -17.3% |
| 10Y | +215.2% | +328.1% | -112.8% | +86.8% |
| All | +9,030.3% | +5,745.4% | +3,284.9% | +2,542.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling