+214.7%
ROL vs ACWI
+220.7%
-6.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +20.8% | -3.3% | +24.0% | +23.1% |
| 3M | +3.7% | -3.4% | +7.1% | +5.6% |
| 6M | -27.7% | +0.8% | -28.5% | -28.6% |
| YTD | -34.9% | +10.7% | -45.6% | -39.7% |
| 1Y | -33.3% | +11.6% | -44.9% | -38.6% |
| 3Y | +4.3% | +73.4% | -69.1% | -30.2% |
| 5Y | +15.0% | +60.2% | -45.2% | -18.9% |
| 10Y | +214.7% | +221.6% | -6.9% | +26.9% |
| All | +214.7% | +220.7% | -6.0% | +26.9% |
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