+487.0%
ROL vs NWSA
+127.4%
+359.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | -1.4% | -1.9% | +0.4% | -1.0% |
| 30D | -4.1% | +4.6% | -8.7% | -5.3% |
| 3M | -22.5% | +13.2% | -35.7% | -25.1% |
| 6M | -37.7% | +27.0% | -64.7% | -41.6% |
| YTD | -39.6% | +16.8% | -56.4% | -42.2% |
| 1Y | -36.0% | +4.5% | -40.5% | -37.2% |
| 3Y | -5.1% | +46.2% | -51.4% | -15.6% |
| 5Y | -3.4% | +40.9% | -44.3% | -14.9% |
| 10Y | +215.2% | +145.1% | +70.1% | +120.4% |
| All | +487.0% | +127.4% | +359.6% | +314.5% |
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