+636.4%
ADI vs ROP
+132.1%
+504.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.3% |
| 7D | +2.6% | -6.1% | +8.7% | +6.4% |
| 30D | -4.6% | -3.4% | -1.3% | -3.0% |
| 3M | -9.5% | +16.7% | -26.2% | -19.7% |
| 6M | +14.8% | +8.1% | +6.8% | +5.9% |
| YTD | +35.8% | -11.7% | +47.5% | +42.2% |
| 1Y | +48.9% | -24.2% | +73.2% | +73.5% |
| 3Y | +115.6% | -19.0% | +134.5% | +139.5% |
| 5Y | +135.1% | -15.9% | +151.0% | +151.8% |
| 10Y | +636.4% | +135.7% | +500.8% | +339.8% |
| All | +636.4% | +132.1% | +504.3% | +339.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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