-8.6%
ROL vs NVD
-99.2%
+90.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.2% |
| 7D | -3.3% | +0.5% | -3.8% | -3.3% |
| 30D | -7.2% | -9.3% | +2.1% | -7.2% |
| 3M | -27.0% | -22.1% | -4.9% | -27.0% |
| 6M | -39.5% | -45.8% | +6.3% | -39.6% |
| YTD | -41.8% | -46.7% | +4.9% | -41.9% |
| 1Y | -38.9% | -59.5% | +20.6% | -39.2% |
| 3Y | -0.4% | -99.2% | +98.8% | -9.4% |
| All | -8.6% | -99.2% | +90.6% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling