+135.1%
ADI vs ROK
+45.0%
+90.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | +2.6% | +0.2% | +2.5% | +2.5% |
| 30D | -4.6% | -1.8% | -2.8% | -3.7% |
| 3M | -9.5% | -7.2% | -2.3% | -6.0% |
| 6M | +14.8% | +14.2% | +0.7% | +6.1% |
| YTD | +35.8% | +10.6% | +25.2% | +26.8% |
| 1Y | +48.9% | +25.9% | +23.0% | +29.3% |
| 3Y | +115.6% | +50.8% | +64.8% | +62.1% |
| 5Y | +135.1% | +47.0% | +88.1% | +76.2% |
| All | +135.1% | +45.0% | +90.1% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling