-37.9%
ROL vs ACI
-33.6%
-4.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.7% | -1.8% |
| 7D | -3.4% | -2.6% | -0.9% | -2.9% |
| 30D | -6.9% | +1.1% | -8.0% | -7.1% |
| 3M | -24.6% | -23.6% | -1.0% | -21.6% |
| 6M | -39.5% | -29.9% | -9.6% | -36.8% |
| YTD | -41.1% | -26.9% | -14.2% | -38.7% |
| 1Y | -37.9% | -34.2% | -3.7% | -31.3% |
| All | -37.9% | -33.6% | -4.3% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling