-31.4%
ROL vs NVT
+4.7%
-36.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.5% |
| 7D | +3.0% | +8.0% | -5.0% | +4.0% |
| 30D | +19.8% | -24.8% | +44.6% | +16.1% |
| 3M | +7.9% | -32.4% | +40.3% | +3.7% |
| 6M | -25.6% | -33.5% | +7.8% | -28.3% |
| YTD | -34.1% | +13.2% | -47.3% | -35.0% |
| 1Y | -31.4% | +9.0% | -40.4% | -32.3% |
| All | -31.4% | +4.7% | -36.1% | -32.3% |
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