+4.0%
ROL vs MSCI
+33.6%
-29.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.6% |
| 7D | +9.5% | +2.8% | +6.7% | +8.8% |
| 30D | +22.9% | +15.4% | +7.5% | +19.1% |
| 3M | +3.5% | +13.4% | -9.9% | +0.6% |
| 6M | -29.4% | +10.9% | -40.3% | -31.2% |
| YTD | -36.1% | +13.0% | -49.0% | -38.1% |
| 1Y | -34.4% | +12.0% | -46.4% | -36.4% |
| 3Y | +4.0% | +34.1% | -30.1% | -3.7% |
| All | +4.0% | +33.6% | -29.6% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling