+620.2%
ADI vs ROP
+185.2%
+435.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +9.5% | +0.7% | +8.8% | +9.0% |
| 30D | -1.4% | +28.8% | -30.2% | -15.6% |
| 3M | +4.7% | +21.1% | -16.3% | -7.7% |
| 6M | -7.4% | +52.5% | -60.0% | -31.3% |
| YTD | +48.1% | +8.9% | +39.2% | +35.7% |
| 1Y | +69.6% | +8.2% | +61.4% | +56.1% |
| 3Y | +144.4% | -5.2% | +149.5% | +146.7% |
| 5Y | +134.1% | +1.7% | +132.4% | +122.6% |
| All | +620.2% | +185.2% | +435.0% | +282.0% |
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