+72.4%
ROL vs NVT
+732.7%
-660.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -3.1% |
| 7D | -3.4% | +10.4% | -13.8% | -4.7% |
| 30D | -6.9% | -1.3% | -5.7% | -6.9% |
| 3M | -24.6% | -0.6% | -24.0% | -25.1% |
| 6M | -39.5% | +53.8% | -93.3% | -44.4% |
| YTD | -41.1% | +60.2% | -101.3% | -46.4% |
| 1Y | -37.9% | +76.8% | -114.7% | -44.8% |
| 3Y | +0.8% | +191.2% | -190.4% | -21.6% |
| 5Y | -4.7% | +430.9% | -435.6% | -36.4% |
| All | +72.4% | +732.7% | -660.4% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling