+4,214.7%
ROL vs ACGL
+5,005.0%
-790.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +11.7% | +6.4% | +5.4% | +10.0% |
| 30D | +27.7% | +16.6% | +11.1% | +23.0% |
| 3M | +3.7% | +11.6% | -7.9% | +0.9% |
| 6M | -27.8% | +17.5% | -45.2% | -30.6% |
| YTD | -34.7% | +15.3% | -50.0% | -37.0% |
| 1Y | -34.1% | +26.3% | -60.4% | -37.9% |
| 3Y | +5.9% | +35.9% | -30.0% | -2.8% |
| 5Y | +15.6% | +168.2% | -152.5% | -10.7% |
| 10Y | +226.5% | +352.0% | -125.5% | +116.7% |
| All | +4,214.7% | +5,005.0% | -790.2% | +1,969.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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