+9,850.6%
ROL vs NSC
+5,741.3%
+4,109.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.1% |
| 7D | +3.0% | +2.5% | +0.5% | +2.2% |
| 30D | +19.8% | +1.7% | +18.1% | +19.1% |
| 3M | +7.9% | -2.6% | +10.5% | +8.7% |
| 6M | -25.6% | +6.4% | -32.1% | -27.4% |
| YTD | -34.1% | +15.5% | -49.6% | -37.4% |
| 1Y | -31.4% | +17.6% | -49.0% | -35.2% |
| 3Y | +4.7% | +75.0% | -70.3% | -14.4% |
| 5Y | +15.6% | +32.2% | -16.6% | +2.2% |
| 10Y | +220.6% | +296.6% | -76.0% | +94.6% |
| All | +9,850.6% | +5,741.3% | +4,109.3% | +2,779.2% |
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