+4,816.2%
ROL vs NTAP
+22,264.5%
-17,448.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.6% |
| 7D | +7.5% | -5.0% | +12.5% | +8.1% |
| 30D | +21.1% | -25.8% | +46.9% | +25.4% |
| 3M | +3.1% | -6.9% | +10.0% | +3.4% |
| 6M | -27.4% | +50.0% | -77.4% | -32.3% |
| YTD | -34.7% | +66.9% | -101.7% | -40.1% |
| 1Y | -32.9% | +58.3% | -91.2% | -38.1% |
| 3Y | +6.1% | +145.1% | -139.0% | -9.2% |
| 5Y | +16.3% | +114.2% | -97.9% | +0.5% |
| 10Y | +214.9% | +576.6% | -361.7% | +126.9% |
| All | +4,816.2% | +22,264.5% | -17,448.2% | +2,167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling