+5,301.4%
ROL vs NVS
+1,273.7%
+4,027.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +3.0% | -1.3% | +4.2% | +3.5% |
| 30D | +19.8% | +9.3% | +10.5% | +15.8% |
| 3M | +7.9% | +5.8% | +2.1% | +4.9% |
| 6M | -25.6% | +7.2% | -32.8% | -28.3% |
| YTD | -34.1% | +20.0% | -54.1% | -39.4% |
| 1Y | -31.4% | +25.4% | -56.8% | -38.0% |
| 3Y | +4.7% | +89.2% | -84.5% | -20.6% |
| 5Y | +15.6% | +134.6% | -119.0% | -20.2% |
| 10Y | +220.6% | +251.4% | -30.7% | +87.1% |
| All | +5,301.4% | +1,273.7% | +4,027.7% | +1,943.0% |
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