+85.7%
ROL vs NTR
+98.7%
-13.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.4% |
| 7D | -3.2% | -2.5% | -0.8% | -2.9% |
| 30D | -6.6% | +17.0% | -23.7% | -8.9% |
| 3M | -27.3% | +22.2% | -49.5% | -29.6% |
| 6M | -38.1% | +5.2% | -43.3% | -38.9% |
| YTD | -41.8% | +29.7% | -71.4% | -44.5% |
| 1Y | -37.8% | +39.4% | -77.2% | -41.5% |
| 3Y | -0.3% | +38.2% | -38.5% | -7.1% |
| 5Y | -5.1% | +47.6% | -52.7% | -18.4% |
| All | +85.7% | +98.7% | -13.0% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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