+1,250.5%
ROL vs MSCI
+3,095.4%
-1,844.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.4% |
| 7D | +9.5% | +2.8% | +6.7% | +8.5% |
| 30D | +22.9% | +15.4% | +7.5% | +17.4% |
| 3M | +3.5% | +13.4% | -9.9% | -0.7% |
| 6M | -29.4% | +10.9% | -40.3% | -32.0% |
| YTD | -36.1% | +13.0% | -49.0% | -39.3% |
| 1Y | -34.4% | +12.0% | -46.4% | -37.5% |
| 3Y | +4.0% | +34.1% | -30.1% | -8.6% |
| 5Y | +13.2% | +3.9% | +9.3% | +5.0% |
| 10Y | +219.7% | +802.0% | -582.3% | +39.6% |
| All | +1,250.5% | +3,095.4% | -1,844.8% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling