-34.7%
ROL vs NWSA
+18.2%
-52.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -1.0% | +1.6% |
| 7D | +14.6% | +4.3% | +10.3% | +13.1% |
| 30D | +29.3% | +5.6% | +23.7% | +27.4% |
| 3M | +2.0% | +7.3% | -5.2% | -0.1% |
| 6M | -28.5% | +18.8% | -47.4% | -31.9% |
| YTD | -35.3% | +17.9% | -53.2% | -39.3% |
| 1Y | -34.7% | +19.3% | -54.0% | -38.8% |
| All | -34.7% | +18.2% | -52.9% | -38.8% |
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