+523.8%
ROL vs NWSA
+97.3%
+426.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.9% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | +18.5% | -11.3% | +29.9% | +21.9% |
| 3M | +4.3% | -8.1% | +12.4% | +6.2% |
| 6M | -27.7% | -0.7% | -27.0% | -28.0% |
| YTD | -35.8% | +1.3% | -37.1% | -36.6% |
| 1Y | -34.1% | -1.3% | -32.8% | -34.5% |
| 3Y | +2.9% | +28.4% | -25.5% | -5.4% |
| 5Y | +12.7% | +15.3% | -2.6% | +4.3% |
| 10Y | +212.6% | +142.7% | +69.9% | +118.7% |
| All | +523.8% | +97.3% | +426.6% | +355.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling