+92.7%
ROL vs NTR
+100.5%
-7.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | -1.4% | +8.1% | -9.5% | -2.6% |
| 30D | -4.1% | +18.8% | -22.8% | -6.6% |
| 3M | -22.5% | +16.2% | -38.7% | -24.4% |
| 6M | -37.7% | +9.8% | -47.4% | -38.9% |
| YTD | -39.6% | +30.9% | -70.4% | -42.4% |
| 1Y | -36.0% | +41.8% | -77.8% | -40.0% |
| 3Y | -5.1% | +35.8% | -40.9% | -11.3% |
| 5Y | -3.4% | +51.0% | -54.4% | -17.4% |
| All | +92.7% | +100.5% | -7.8% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling