+4,856.1%
ROL vs NVS
+1,269.4%
+3,586.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.2% |
| 7D | -1.4% | +4.0% | -5.4% | -3.0% |
| 30D | -4.1% | +3.6% | -7.7% | -5.6% |
| 3M | -22.5% | +7.8% | -30.3% | -25.1% |
| 6M | -37.7% | -0.2% | -37.5% | -38.0% |
| YTD | -39.6% | +19.6% | -59.2% | -44.1% |
| 1Y | -36.0% | +28.4% | -64.4% | -42.5% |
| 3Y | -5.1% | +76.2% | -81.3% | -25.6% |
| 5Y | -3.4% | +111.1% | -114.5% | -30.1% |
| 10Y | +215.2% | +224.3% | -9.0% | +90.4% |
| All | +4,856.1% | +1,269.4% | +3,586.8% | +1,786.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling