+37,071.1%
ADI vs ROL
+9,030.3%
+28,040.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +0.4% | -1.4% | +1.9% | +1.1% |
| 30D | -3.8% | -4.1% | +0.3% | -2.1% |
| 3M | -15.3% | -22.5% | +7.3% | -6.1% |
| 6M | +6.7% | -37.7% | +44.3% | +30.1% |
| YTD | +34.8% | -39.6% | +74.3% | +65.9% |
| 1Y | +49.0% | -36.0% | +85.0% | +77.8% |
| 3Y | +108.1% | -5.1% | +113.2% | +103.6% |
| 5Y | +142.4% | -3.4% | +145.8% | +128.0% |
| 10Y | +589.9% | +215.2% | +374.7% | +257.3% |
| All | +37,071.1% | +9,030.3% | +28,040.9% | +2,731.1% |
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