-34.7%
ROL vs NVT
+3.0%
-37.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -12.7% | +15.5% | +1.1% |
| 7D | +14.6% | -19.5% | +34.1% | +11.6% |
| 30D | +29.3% | -32.4% | +61.7% | +24.0% |
| 3M | +2.0% | -30.3% | +32.3% | -1.7% |
| 6M | -28.5% | -30.4% | +1.9% | -31.1% |
| YTD | -35.3% | +11.3% | -46.7% | -37.2% |
| 1Y | -34.7% | +3.6% | -38.3% | -36.3% |
| All | -34.7% | +3.0% | -37.7% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling