+205.1%
ROL vs NVS
+180.2%
+24.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.2% | -15.7% | +12.5% | +3.0% |
| 30D | -6.6% | -11.1% | +4.5% | -2.9% |
| 3M | -27.3% | -7.2% | -20.1% | -26.0% |
| 6M | -38.1% | -12.3% | -25.8% | -35.5% |
| YTD | -41.8% | +2.8% | -44.5% | -43.4% |
| 1Y | -37.8% | +11.9% | -49.7% | -41.8% |
| 3Y | -0.3% | +55.1% | -55.4% | -20.3% |
| 5Y | -5.1% | +94.1% | -99.1% | -32.6% |
| All | +205.1% | +180.2% | +24.9% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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