+620.2%
ADI vs ROL
+221.5%
+398.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.3% | -3.6% |
| 7D | +9.5% | +3.0% | +6.5% | +8.4% |
| 30D | -1.4% | +19.8% | -21.2% | -7.6% |
| 3M | +4.7% | +7.9% | -3.2% | +1.4% |
| 6M | -7.4% | -25.6% | +18.2% | +1.8% |
| YTD | +48.1% | -34.1% | +82.2% | +69.8% |
| 1Y | +69.6% | -31.4% | +101.0% | +91.5% |
| 3Y | +144.4% | +4.7% | +139.7% | +129.6% |
| 5Y | +134.1% | +15.6% | +118.5% | +103.6% |
| All | +620.2% | +221.5% | +398.6% | +274.2% |
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