-4.2%
ROL vs NVS
+89.9%
-94.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.3% | -15.4% | +12.1% | +1.5% |
| 30D | -7.2% | -12.3% | +5.1% | -3.9% |
| 3M | -27.0% | -7.8% | -19.2% | -25.8% |
| 6M | -39.5% | -13.0% | -26.5% | -37.3% |
| YTD | -41.8% | +2.8% | -44.6% | -43.2% |
| 1Y | -38.9% | +10.6% | -49.5% | -42.0% |
| 3Y | -0.4% | +55.1% | -55.5% | -17.7% |
| 5Y | -4.2% | +91.7% | -95.9% | -29.4% |
| All | -4.2% | +89.9% | -94.1% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling