+9.9%
ROL vs NVDX
+772.1%
-762.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -3.2% | -10.2% | +7.1% | -3.2% |
| 30D | -4.9% | -7.3% | +2.4% | -4.9% |
| 3M | -25.8% | +5.5% | -31.4% | -25.8% |
| 6M | -37.6% | +18.3% | -55.8% | -37.6% |
| YTD | -41.5% | +11.4% | -52.9% | -41.5% |
| 1Y | -39.5% | +12.7% | -52.2% | -39.6% |
| All | +9.9% | +772.1% | -762.2% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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