+217.2%
ROL vs MSCI
+809.1%
-591.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +0.8% | -1.9% | +2.6% | +1.4% |
| 30D | +20.6% | +16.5% | +4.1% | +14.8% |
| 3M | +4.5% | +18.2% | -13.7% | -1.1% |
| 6M | -26.5% | +14.0% | -40.5% | -29.9% |
| YTD | -34.8% | +16.6% | -51.4% | -38.7% |
| 1Y | -33.2% | +14.8% | -48.0% | -36.9% |
| 3Y | +4.5% | +33.3% | -28.8% | -8.2% |
| 5Y | +15.5% | +9.1% | +6.5% | +5.7% |
| 10Y | +217.2% | +820.4% | -603.1% | +43.2% |
| All | +217.2% | +809.1% | -591.9% | +43.2% |
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