+36.5%
ROL vs ACI
+21.2%
+15.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.8% | +0.1% |
| 7D | -3.2% | -3.7% | +0.6% | -2.7% |
| 30D | -4.9% | +0.6% | -5.5% | -5.0% |
| 3M | -25.8% | -20.3% | -5.5% | -23.9% |
| 6M | -37.6% | -24.7% | -12.9% | -35.7% |
| YTD | -41.5% | -27.2% | -14.3% | -39.6% |
| 1Y | -39.5% | -32.7% | -6.8% | -37.1% |
| 3Y | +0.1% | -43.9% | +44.0% | +5.6% |
| 5Y | -4.6% | -38.9% | +34.3% | -0.9% |
| All | +36.5% | +21.2% | +15.3% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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