+13.6%
ROL vs ACI
-43.3%
+56.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.5% |
| 7D | +9.5% | -2.2% | +11.7% | +9.9% |
| 30D | +22.9% | +10.3% | +12.6% | +20.7% |
| 3M | +3.5% | +7.2% | -3.6% | +2.1% |
| 6M | -29.4% | -18.0% | -11.4% | -27.6% |
| YTD | -36.1% | -22.0% | -14.1% | -34.1% |
| 1Y | -34.4% | -23.4% | -11.0% | -32.2% |
| 3Y | +4.0% | -35.8% | +39.8% | +9.7% |
| All | +13.6% | -43.3% | +56.9% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling