+15.6%
ROL vs ACWI
+55.1%
-39.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +2.7% |
| 7D | +11.7% | -4.0% | +15.7% | +13.7% |
| 30D | +27.7% | -5.8% | +33.5% | +31.0% |
| 3M | +3.7% | -5.0% | +8.7% | +5.8% |
| 6M | -27.8% | +0.7% | -28.5% | -28.6% |
| YTD | -34.7% | +8.4% | -43.1% | -37.8% |
| 1Y | -34.1% | +10.1% | -44.2% | -37.8% |
| 3Y | +5.9% | +70.8% | -64.9% | -23.1% |
| 5Y | +15.6% | +55.4% | -39.7% | -7.6% |
| All | +15.6% | +55.1% | -39.4% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling