-37.8%
ROL vs NVT
+66.6%
-104.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | -0.2% |
| 7D | -3.2% | +2.0% | -5.2% | -3.0% |
| 30D | -6.6% | -7.2% | +0.6% | -7.2% |
| 3M | -27.3% | -0.9% | -26.4% | -27.2% |
| 6M | -38.1% | +42.6% | -80.7% | -36.7% |
| YTD | -41.8% | +52.9% | -94.7% | -39.9% |
| 1Y | -37.8% | +64.5% | -102.3% | -35.2% |
| All | -37.8% | +66.6% | -104.4% | -35.2% |
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 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