+214.9%
ROL vs MSCI
+799.4%
-584.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +1.8% |
| 7D | +7.5% | +1.5% | +6.1% | +7.0% |
| 30D | +21.1% | +14.4% | +6.7% | +16.0% |
| 3M | +3.1% | +15.2% | -12.0% | -1.5% |
| 6M | -27.4% | +11.2% | -38.7% | -30.2% |
| YTD | -34.7% | +13.9% | -48.7% | -38.2% |
| 1Y | -32.9% | +12.5% | -45.4% | -36.2% |
| 3Y | +6.1% | +32.3% | -26.1% | -6.6% |
| 5Y | +16.3% | +4.9% | +11.5% | +7.9% |
| 10Y | +214.9% | +779.7% | -564.8% | +43.0% |
| All | +214.9% | +799.4% | -584.5% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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