+4,450.8%
ROL vs NTAP
+23,420.6%
-18,969.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.4% | -0.8% | -0.7% | -1.3% |
| 30D | -4.1% | -0.5% | -3.5% | -4.1% |
| 3M | -22.5% | +4.1% | -26.6% | -23.2% |
| 6M | -37.7% | +88.0% | -125.6% | -43.3% |
| YTD | -39.6% | +75.6% | -115.1% | -44.6% |
| 1Y | -36.0% | +58.9% | -94.9% | -40.7% |
| 3Y | -5.1% | +153.6% | -158.7% | -18.7% |
| 5Y | -3.4% | +127.6% | -131.0% | -16.7% |
| 10Y | +215.2% | +580.4% | -365.1% | +128.2% |
| All | +4,450.8% | +23,420.6% | -18,969.9% | +1,997.2% |
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