+70.4%
ROL vs NVT
+694.8%
-624.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | -3.2% | +2.0% | -5.2% | -3.5% |
| 30D | -6.6% | -7.2% | +0.6% | -5.8% |
| 3M | -27.3% | -0.9% | -26.4% | -27.8% |
| 6M | -38.1% | +42.6% | -80.7% | -42.4% |
| YTD | -41.8% | +52.9% | -94.7% | -46.6% |
| 1Y | -37.8% | +64.5% | -102.3% | -44.0% |
| 3Y | -0.3% | +178.0% | -178.3% | -22.0% |
| 5Y | -5.1% | +402.8% | -407.8% | -36.2% |
| All | +70.4% | +694.8% | -624.4% | -0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling