+9,745.6%
ROL vs NSC
+5,789.6%
+3,956.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.8% | -3.5% | +4.3% | +1.8% |
| 30D | +20.6% | +3.9% | +16.6% | +19.1% |
| 3M | +4.5% | -0.8% | +5.3% | +4.7% |
| 6M | -26.5% | +7.1% | -33.6% | -28.4% |
| YTD | -34.8% | +16.4% | -51.3% | -38.2% |
| 1Y | -33.2% | +16.9% | -50.1% | -36.7% |
| 3Y | +4.5% | +78.4% | -73.9% | -15.1% |
| 5Y | +15.5% | +33.1% | -17.6% | +1.9% |
| 10Y | +217.2% | +299.9% | -82.6% | +92.1% |
| All | +9,745.6% | +5,789.6% | +3,956.0% | +2,742.3% |
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 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