+207.9%
ROL vs MSCI
+594.9%
-387.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.2% | -1.3% |
| 7D | -3.4% | -2.1% | -1.3% | -2.8% |
| 30D | -6.9% | -1.7% | -5.2% | -6.5% |
| 3M | -24.6% | -8.2% | -16.4% | -22.7% |
| 6M | -39.5% | -2.4% | -37.1% | -39.4% |
| YTD | -41.1% | -2.8% | -38.3% | -41.3% |
| 1Y | -37.9% | -2.7% | -35.3% | -38.3% |
| 3Y | +0.8% | +7.3% | -6.5% | -5.0% |
| 5Y | -4.7% | -11.4% | +6.7% | -6.7% |
| 10Y | +207.9% | +605.8% | -397.9% | +53.9% |
| All | +207.9% | +594.9% | -387.0% | +53.9% |
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