+15.5%
ROL vs NWSA
+18.7%
-3.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.8% | -12.2% | +13.0% | +3.4% |
| 30D | +20.6% | -8.7% | +29.3% | +22.7% |
| 3M | +4.5% | -6.0% | +10.5% | +5.6% |
| 6M | -26.5% | -0.3% | -26.2% | -26.9% |
| YTD | -34.8% | +3.5% | -38.3% | -35.9% |
| 1Y | -33.2% | +0.8% | -33.9% | -33.9% |
| 3Y | +4.5% | +31.1% | -26.7% | -3.2% |
| 5Y | +15.5% | +18.8% | -3.2% | +10.3% |
| All | +15.5% | +18.7% | -3.1% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling