+214.9%
ROL vs ACWI
+226.8%
-12.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +0.5% |
| 7D | +7.5% | +0.3% | +7.2% | +7.2% |
| 30D | +21.1% | -2.8% | +24.0% | +23.1% |
| 3M | +3.1% | -3.2% | +6.3% | +4.9% |
| 6M | -27.4% | +1.3% | -28.7% | -28.6% |
| YTD | -34.7% | +11.2% | -45.9% | -39.7% |
| 1Y | -32.9% | +13.8% | -46.7% | -39.0% |
| 3Y | +6.1% | +76.2% | -70.1% | -29.7% |
| 5Y | +16.3% | +59.5% | -43.1% | -17.7% |
| 10Y | +214.9% | +222.2% | -7.3% | +26.3% |
| All | +214.9% | +226.8% | -12.0% | +26.3% |
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