-37.8%
ROL vs NWSA
+2.1%
-40.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -3.3% | -3.1% | -0.2% | -2.4% |
| 30D | -7.2% | +4.3% | -11.5% | -8.3% |
| 3M | -27.0% | +9.2% | -36.2% | -29.1% |
| 6M | -39.5% | +21.6% | -61.1% | -43.0% |
| YTD | -41.8% | +14.2% | -56.0% | -44.6% |
| All | -37.8% | +2.1% | -40.0% | -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