+214.7%
ROL vs NTAP
+575.4%
-360.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.4% | -7.8% | +11.2% | +4.5% |
| 30D | +20.8% | -25.8% | +46.6% | +25.7% |
| 3M | +3.7% | -11.2% | +15.0% | +4.7% |
| 6M | -27.7% | +49.9% | -77.6% | -34.1% |
| YTD | -34.9% | +66.9% | -101.8% | -42.2% |
| 1Y | -33.3% | +58.8% | -92.1% | -40.2% |
| 3Y | +4.3% | +140.8% | -136.5% | -17.0% |
| 5Y | +15.0% | +115.0% | -100.0% | -7.5% |
| 10Y | +214.7% | +570.8% | -356.1% | +92.5% |
| All | +214.7% | +575.4% | -360.7% | +92.5% |
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