-0.4%
ROL vs NVS
+54.6%
-55.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.3% | -15.4% | +12.1% | +0.5% |
| 30D | -7.2% | -12.3% | +5.1% | -4.6% |
| 3M | -27.0% | -7.8% | -19.2% | -26.1% |
| 6M | -39.5% | -13.0% | -26.5% | -37.8% |
| YTD | -41.8% | +2.8% | -44.6% | -42.9% |
| 1Y | -38.9% | +10.6% | -49.5% | -41.4% |
| All | -0.4% | +54.6% | -55.0% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling