+12.8%
ROL vs NXT
+208.8%
-196.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.5% | -1.4% |
| 7D | -1.7% | -6.0% | +4.3% | -1.7% |
| 30D | +18.5% | +5.4% | +13.1% | +18.5% |
| 3M | +4.3% | -9.7% | +14.1% | +4.3% |
| 6M | -27.7% | -25.3% | -2.4% | -27.8% |
| YTD | -35.8% | +7.5% | -43.2% | -36.0% |
| 1Y | -34.1% | -3.0% | -31.1% | -34.3% |
| 3Y | +2.9% | +171.4% | -168.4% | +1.0% |
| All | +12.8% | +208.8% | -196.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling