+0.8%
ROL vs NWSA
+44.8%
-44.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -2.1% |
| 7D | -3.4% | -2.6% | -0.8% | -2.8% |
| 30D | -6.9% | +4.6% | -11.5% | -7.9% |
| 3M | -24.6% | +10.2% | -34.8% | -26.5% |
| 6M | -39.5% | +21.6% | -61.2% | -42.4% |
| YTD | -41.1% | +14.6% | -55.8% | -43.3% |
| 1Y | -37.9% | +0.4% | -38.3% | -38.7% |
| 3Y | +0.8% | +45.0% | -44.2% | -6.8% |
| All | +0.8% | +44.8% | -44.0% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling