+6.1%
ROL vs NTAP
+144.4%
-138.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +2.1% |
| 7D | +7.5% | -5.0% | +12.5% | +7.5% |
| 30D | +21.1% | -25.8% | +46.9% | +21.4% |
| 3M | +3.1% | -6.9% | +10.0% | +2.8% |
| 6M | -27.4% | +50.0% | -77.4% | -29.6% |
| YTD | -34.7% | +66.9% | -101.7% | -37.3% |
| 1Y | -32.9% | +58.3% | -91.2% | -35.4% |
| 3Y | +6.1% | +145.1% | -139.0% | -1.5% |
| All | +6.1% | +144.4% | -138.2% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling