+214.2%
ROL vs ACWI
+228.2%
-14.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -1.4% | +0.5% | -1.9% | -1.8% |
| 30D | -4.1% | +0.9% | -5.0% | -4.6% |
| 3M | -22.5% | +2.4% | -24.9% | -23.9% |
| 6M | -37.7% | +12.4% | -50.0% | -42.5% |
| YTD | -39.6% | +15.2% | -54.7% | -45.2% |
| 1Y | -36.0% | +22.7% | -58.7% | -44.5% |
| 3Y | -5.1% | +75.8% | -80.9% | -36.7% |
| 5Y | -3.4% | +67.7% | -71.1% | -33.7% |
| All | +214.2% | +228.2% | -14.1% | +28.4% |
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