+9.3%
ROL vs NVDX
+774.9%
-765.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.1% |
| 7D | -3.2% | -8.6% | +5.4% | -3.2% |
| 30D | -6.6% | -1.4% | -5.2% | -6.6% |
| 3M | -27.3% | +10.6% | -37.9% | -27.3% |
| 6M | -38.1% | +20.2% | -58.2% | -38.2% |
| YTD | -41.8% | +11.8% | -53.6% | -41.8% |
| 1Y | -37.8% | +12.9% | -50.7% | -38.0% |
| All | +9.3% | +774.9% | -765.5% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling