+207.9%
ROL vs NTAP
+583.2%
-375.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.8% |
| 7D | -3.4% | +3.3% | -6.7% | -3.9% |
| 30D | -6.9% | -0.2% | -6.7% | -7.0% |
| 3M | -24.6% | +11.4% | -36.0% | -26.2% |
| 6M | -39.5% | +88.7% | -128.2% | -46.8% |
| YTD | -41.1% | +78.9% | -120.0% | -47.8% |
| 1Y | -37.9% | +58.8% | -96.8% | -43.8% |
| 3Y | +0.8% | +153.5% | -152.7% | -19.7% |
| 5Y | -4.7% | +136.7% | -141.4% | -24.1% |
| 10Y | +207.9% | +590.2% | -382.3% | +83.9% |
| All | +207.9% | +583.2% | -375.3% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling