+5,166.6%
ROL vs NVS
+1,271.6%
+3,895.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | -1.7% | -1.0% | -0.6% | -1.3% |
| 30D | +18.5% | +12.5% | +6.0% | +13.3% |
| 3M | +4.3% | +5.2% | -0.9% | +1.6% |
| 6M | -27.7% | +8.2% | -35.9% | -30.6% |
| YTD | -35.8% | +19.8% | -55.6% | -40.9% |
| 1Y | -34.1% | +24.8% | -58.9% | -40.4% |
| 3Y | +2.9% | +90.0% | -87.1% | -22.0% |
| 5Y | +12.7% | +134.3% | -121.5% | -22.1% |
| 10Y | +212.6% | +250.8% | -38.2% | +82.6% |
| All | +5,166.6% | +1,271.6% | +3,895.0% | +1,893.2% |
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