+92.7%
ROL vs NVT
+488.5%
-395.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | +3.0% | +8.0% | -5.0% | +2.1% |
| 30D | +19.8% | -24.8% | +44.6% | +23.0% |
| 3M | +7.9% | -32.4% | +40.3% | +12.0% |
| 6M | -25.6% | -33.5% | +7.8% | -23.1% |
| YTD | -34.1% | +13.2% | -47.3% | -38.0% |
| 1Y | -31.4% | +9.0% | -40.4% | -35.1% |
| 3Y | +4.7% | +129.4% | -124.7% | -17.8% |
| 5Y | +15.6% | +230.1% | -214.5% | -18.1% |
| All | +92.7% | +488.5% | -395.7% | +15.9% |
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