+0.1%
ROL vs NTRS
+168.2%
-168.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -3.2% | +1.4% | -4.5% | -3.3% |
| 30D | -4.9% | -0.7% | -4.2% | -4.8% |
| 3M | -25.8% | +11.3% | -37.1% | -26.9% |
| 6M | -37.6% | +35.5% | -73.1% | -40.2% |
| YTD | -41.5% | +40.6% | -82.1% | -44.4% |
| 1Y | -39.5% | +49.2% | -88.7% | -43.1% |
| 3Y | +0.1% | +167.2% | -167.1% | -17.6% |
| All | +0.1% | +168.2% | -168.0% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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