+77.5%
ADI vs ROL
-33.3%
+110.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +0.7% | +0.8% | -0.1% | +0.7% |
| 30D | +0.7% | +20.6% | -19.9% | +0.4% |
| 3M | +6.5% | +4.5% | +2.0% | +7.5% |
| 6M | -2.7% | -26.5% | +23.8% | +6.3% |
| YTD | +52.2% | -34.8% | +87.0% | +68.8% |
| 1Y | +77.5% | -33.2% | +110.6% | +94.2% |
| All | +77.5% | -33.3% | +110.8% | +94.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling