+212.7%
ROL vs ACWI
+225.4%
-12.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | -1.7% | +2.7% | -4.4% | -3.3% |
| 30D | +18.5% | -2.6% | +21.1% | +20.2% |
| 3M | +4.3% | -3.2% | +7.5% | +6.1% |
| 6M | -27.7% | +1.9% | -29.6% | -29.1% |
| YTD | -35.8% | +11.3% | -47.1% | -40.7% |
| 1Y | -34.1% | +11.7% | -45.8% | -39.3% |
| 3Y | +2.9% | +74.4% | -71.5% | -31.4% |
| 5Y | +12.7% | +59.5% | -46.8% | -20.2% |
| All | +212.7% | +225.4% | -12.6% | +26.2% |
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