+653.2%
ADI vs ROL
+214.5%
+438.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +0.7% | +0.8% | -0.1% | +0.4% |
| 30D | +0.7% | +20.6% | -19.9% | -5.8% |
| 3M | +6.5% | +4.5% | +2.0% | +4.3% |
| 6M | -2.7% | -26.5% | +23.8% | +7.5% |
| YTD | +52.2% | -34.8% | +87.0% | +75.2% |
| 1Y | +77.5% | -33.2% | +110.6% | +102.3% |
| 3Y | +148.8% | +4.5% | +144.3% | +133.8% |
| 5Y | +142.9% | +15.5% | +127.3% | +111.1% |
| 10Y | +653.2% | +217.2% | +436.0% | +294.9% |
| All | +653.2% | +214.5% | +438.7% | +294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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