+636.4%
ADI vs ROL
+205.3%
+431.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +2.6% | -3.3% | +5.9% | +3.8% |
| 30D | -4.6% | -7.2% | +2.6% | -2.2% |
| 3M | -9.5% | -27.0% | +17.5% | +0.5% |
| 6M | +14.8% | -39.5% | +54.4% | +36.6% |
| YTD | +35.8% | -41.8% | +77.6% | +63.2% |
| 1Y | +48.9% | -38.9% | +87.8% | +75.0% |
| 3Y | +115.6% | -0.4% | +115.9% | +105.8% |
| 5Y | +135.1% | -4.2% | +139.3% | +120.6% |
| 10Y | +636.4% | +208.2% | +428.2% | +339.6% |
| All | +636.4% | +205.3% | +431.1% | +339.6% |
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