-36.0%
ROL vs NWSA
+5.5%
-41.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | -1.4% | -1.9% | +0.4% | -0.9% |
| 30D | -4.1% | +4.6% | -8.7% | -5.4% |
| 3M | -22.5% | +13.2% | -35.7% | -25.5% |
| 6M | -37.7% | +27.0% | -64.7% | -42.0% |
| YTD | -39.6% | +16.8% | -56.4% | -42.8% |
| 1Y | -36.0% | +4.5% | -40.5% | -37.0% |
| All | -36.0% | +5.5% | -41.5% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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