-33.3%
ROL vs MSCI
+14.5%
-47.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | +3.4% | +2.7% | +0.7% | +2.7% |
| 30D | +20.8% | +16.2% | +4.5% | +17.3% |
| 3M | +3.7% | +17.1% | -13.3% | +0.6% |
| 6M | -27.7% | +13.0% | -40.7% | -29.6% |
| YTD | -34.9% | +15.8% | -50.7% | -36.5% |
| 1Y | -33.3% | +15.5% | -48.8% | -35.2% |
| All | -33.3% | +14.5% | -47.8% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling