-7.5%
ROL vs NVD
-99.2%
+91.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -2.5% |
| 7D | -3.4% | -7.7% | +4.2% | -3.4% |
| 30D | -6.9% | -5.8% | -1.1% | -6.9% |
| 3M | -24.6% | -23.2% | -1.4% | -24.6% |
| 6M | -39.5% | -49.7% | +10.2% | -39.7% |
| YTD | -41.1% | -47.7% | +6.6% | -41.2% |
| 1Y | -37.9% | -61.3% | +23.4% | -38.3% |
| 3Y | +0.8% | -99.2% | +100.0% | -8.3% |
| All | -7.5% | -99.2% | +91.7% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling