-2.0%
ROL vs NYT
+38.8%
-40.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -4.9% | +4.6% | -9.5% | -5.7% |
| 3M | -25.8% | -9.6% | -16.2% | -24.6% |
| 6M | -37.6% | -14.0% | -23.6% | -36.1% |
| YTD | -41.5% | -2.8% | -38.6% | -41.5% |
| 1Y | -39.5% | +15.6% | -55.1% | -41.5% |
| 3Y | +0.1% | +56.3% | -56.2% | -9.7% |
| All | -2.0% | +38.8% | -40.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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