-0.5%
ROL vs ACI
-42.9%
+42.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -4.1% | +5.9% | -10.0% | -4.9% |
| 3M | -22.5% | -19.8% | -2.7% | -20.3% |
| 6M | -37.7% | -24.7% | -12.9% | -35.5% |
| YTD | -39.6% | -24.4% | -15.2% | -37.6% |
| 1Y | -36.0% | -31.5% | -4.5% | -33.2% |
| 3Y | -5.1% | -38.7% | +33.5% | +0.1% |
| All | -0.5% | -42.9% | +42.4% | +1.3% |
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 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