+3.5%
ROL vs NVD
-98.5%
+102.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +2.5% |
| 7D | +3.0% | +28.6% | -25.6% | +2.8% |
| 30D | +19.8% | +73.6% | -53.9% | +19.4% |
| 3M | +7.9% | +70.1% | -62.2% | +7.6% |
| 6M | -25.6% | +53.6% | -79.2% | -25.9% |
| YTD | -34.1% | -7.0% | -27.2% | -34.5% |
| 1Y | -31.4% | -9.0% | -22.4% | -31.8% |
| 3Y | +4.7% | -98.3% | +103.0% | -5.7% |
| All | +3.5% | -98.5% | +102.0% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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