+8,694.2%
ROL vs NTRS
+7,612.4%
+1,081.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.3% | +0.9% | -4.1% | -3.5% |
| 30D | -7.2% | -1.2% | -6.0% | -6.9% |
| 3M | -27.0% | +8.8% | -35.7% | -29.1% |
| 6M | -39.5% | +34.7% | -74.2% | -45.2% |
| YTD | -41.8% | +37.2% | -79.0% | -47.7% |
| 1Y | -38.9% | +46.3% | -85.2% | -46.3% |
| 3Y | -0.4% | +163.2% | -163.6% | -29.0% |
| 5Y | -4.2% | +86.9% | -91.1% | -26.0% |
| 10Y | +208.2% | +250.9% | -42.7% | +81.3% |
| All | +8,694.2% | +7,612.4% | +1,081.8% | +2,693.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling