-37.9%
ROL vs NTAP
+61.9%
-99.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.5% |
| 7D | -3.4% | +3.3% | -6.7% | -3.4% |
| 30D | -6.9% | -0.2% | -6.7% | -6.9% |
| 3M | -24.6% | +11.4% | -36.0% | -24.4% |
| 6M | -39.5% | +88.7% | -128.2% | -42.3% |
| YTD | -41.1% | +78.9% | -120.0% | -43.3% |
| 1Y | -37.9% | +58.8% | -96.8% | -39.8% |
| All | -37.9% | +61.9% | -99.9% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling