+620.2%
ADI vs ROK
+264.0%
+356.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.5% |
| 7D | +9.5% | +7.1% | +2.4% | +5.3% |
| 30D | -1.4% | -5.0% | +3.6% | +1.8% |
| 3M | +4.7% | -9.4% | +14.1% | +11.2% |
| 6M | -7.4% | -11.0% | +3.6% | -1.1% |
| YTD | +48.1% | +4.4% | +43.6% | +42.9% |
| 1Y | +69.6% | +7.4% | +62.2% | +61.3% |
| 3Y | +144.4% | +61.0% | +83.4% | +76.7% |
| 5Y | +134.1% | +30.4% | +103.8% | +86.7% |
| All | +620.2% | +264.0% | +356.2% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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