+13.6%
ROL vs ACWI
+54.8%
-41.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +9.5% | -2.4% | +11.8% | +10.6% |
| 30D | +22.9% | -5.2% | +28.1% | +25.7% |
| 3M | +3.5% | -4.8% | +8.4% | +5.6% |
| 6M | -29.4% | -1.3% | -28.1% | -29.4% |
| YTD | -36.1% | +8.4% | -44.4% | -39.1% |
| 1Y | -34.4% | +11.0% | -45.4% | -38.3% |
| 3Y | +4.0% | +70.6% | -66.6% | -24.4% |
| All | +13.6% | +54.8% | -41.2% | -9.5% |
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