+37,071.2%
ADI vs ROK
+15,847.2%
+21,223.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.0% |
| 7D | +0.4% | +0.7% | -0.2% | +0.1% |
| 30D | -3.8% | -3.3% | -0.5% | -2.2% |
| 3M | -15.3% | -5.9% | -9.4% | -12.9% |
| 6M | +6.7% | +13.9% | -7.2% | -0.2% |
| YTD | +34.8% | +12.6% | +22.2% | +26.1% |
| 1Y | +49.0% | +28.6% | +20.4% | +30.7% |
| 3Y | +108.1% | +45.1% | +63.0% | +68.0% |
| 5Y | +142.4% | +45.6% | +96.9% | +92.0% |
| 10Y | +589.9% | +345.0% | +244.9% | +214.4% |
| All | +37,071.2% | +15,847.2% | +21,223.9% | +3,083.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling