+216.0%
ROL vs ACWI
+219.0%
-3.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +9.5% | -2.4% | +11.8% | +11.0% |
| 30D | +22.9% | -5.2% | +28.1% | +26.8% |
| 3M | +3.5% | -4.8% | +8.4% | +6.4% |
| 6M | -29.4% | -1.3% | -28.1% | -29.4% |
| YTD | -36.1% | +8.4% | -44.4% | -40.0% |
| 1Y | -34.4% | +11.0% | -45.4% | -39.4% |
| 3Y | +4.0% | +70.6% | -66.6% | -29.7% |
| 5Y | +13.2% | +55.3% | -42.1% | -18.5% |
| All | +216.0% | +219.0% | -3.0% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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