+41,898.0%
ADI vs ROP
+30,039.9%
+11,858.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +13.4% | -2.7% | +16.0% | +14.4% |
| 30D | -1.3% | +29.7% | -31.0% | -10.9% |
| 3M | +6.8% | +21.2% | -14.4% | -1.6% |
| 6M | -1.9% | +48.3% | -50.2% | -17.3% |
| YTD | +52.3% | +8.4% | +43.9% | +43.0% |
| 1Y | +71.6% | +6.0% | +65.6% | +62.6% |
| 3Y | +148.9% | -5.6% | +154.5% | +147.1% |
| 5Y | +140.8% | +1.3% | +139.5% | +133.1% |
| 10Y | +653.6% | +184.1% | +469.5% | +413.5% |
| All | +41,898.0% | +30,039.9% | +11,858.1% | +12,086.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling