+2.1%
ROL vs NVT
+133.0%
-130.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | -1.7% | +17.4% | -19.1% | -1.0% |
| 30D | +18.5% | -28.4% | +46.9% | +17.6% |
| 3M | +4.3% | -32.4% | +36.8% | +3.5% |
| 6M | -27.7% | -32.2% | +4.4% | -28.2% |
| YTD | -35.8% | +14.0% | -49.8% | -37.3% |
| 1Y | -34.1% | +4.3% | -38.4% | -35.4% |
| All | +2.1% | +133.0% | -130.9% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling