+206.6%
ROL vs NWSA
+149.4%
+57.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -3.2% | -2.8% | -0.4% | -2.4% |
| 30D | -4.9% | +3.0% | -7.9% | -5.6% |
| 3M | -25.8% | +12.3% | -38.1% | -28.1% |
| 6M | -37.6% | +21.9% | -59.4% | -40.8% |
| YTD | -41.5% | +13.6% | -55.0% | -43.6% |
| 1Y | -39.5% | +0.5% | -40.0% | -40.0% |
| 3Y | +0.1% | +43.8% | -43.6% | -10.4% |
| 5Y | -4.6% | +41.2% | -45.8% | -15.9% |
| All | +206.6% | +149.4% | +57.2% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling