+208.4%
ADI vs ROIV
+280.9%
-72.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.6% |
| 7D | +13.4% | +9.2% | +4.2% | +12.1% |
| 30D | -1.3% | +19.9% | -21.2% | -3.6% |
| 3M | +6.8% | +10.6% | -3.8% | +5.0% |
| 6M | -1.9% | +36.1% | -38.0% | -6.3% |
| YTD | +52.3% | +84.3% | -32.0% | +39.2% |
| 1Y | +71.6% | +87.6% | -15.9% | +56.4% |
| 3Y | +148.9% | +353.9% | -205.0% | +101.4% |
| 5Y | +140.8% | +376.1% | -235.3% | +76.2% |
| All | +208.4% | +280.9% | -72.5% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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