+3.6%
ROL vs NVD
-98.6%
+102.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +0.2% |
| 7D | +0.8% | +27.3% | -26.6% | +0.6% |
| 30D | +20.6% | +59.9% | -39.4% | +20.2% |
| 3M | +4.5% | +39.4% | -34.9% | +4.2% |
| 6M | -26.5% | +27.6% | -54.1% | -26.7% |
| YTD | -34.8% | -17.9% | -16.9% | -35.2% |
| 1Y | -33.2% | -14.5% | -18.7% | -33.5% |
| All | +3.6% | -98.6% | +102.1% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling