+40,396.8%
ADI vs ROL
+9,763.6%
+30,633.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.5% | +7.6% |
| 7D | -4.4% | +7.5% | -11.9% | -7.5% |
| 30D | -2.8% | +21.1% | -24.0% | -11.2% |
| 3M | +1.5% | +3.1% | -1.6% | -0.9% |
| 6M | -4.7% | -27.4% | +22.7% | +7.5% |
| YTD | +46.8% | -34.7% | +81.5% | +73.0% |
| 1Y | +74.9% | -32.9% | +107.8% | +103.5% |
| 3Y | +147.4% | +6.1% | +141.3% | +129.2% |
| 5Y | +131.9% | +16.3% | +115.6% | +99.3% |
| 10Y | +630.6% | +214.9% | +415.7% | +276.5% |
| All | +40,396.8% | +9,763.6% | +30,633.3% | +2,852.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling