+37,071.2%
ADI vs ROP
+25,523.2%
+11,547.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +2.9% |
| 7D | +0.4% | -4.4% | +4.9% | +2.1% |
| 30D | -3.8% | +3.2% | -7.0% | -5.1% |
| 3M | -15.3% | +23.1% | -38.3% | -22.5% |
| 6M | +6.7% | +13.3% | -6.6% | -0.1% |
| YTD | +34.8% | -7.9% | +42.6% | +35.6% |
| 1Y | +49.0% | -22.1% | +71.1% | +59.5% |
| 3Y | +108.1% | -16.8% | +124.9% | +118.3% |
| 5Y | +142.4% | -13.5% | +156.0% | +150.9% |
| 10Y | +589.9% | +137.7% | +452.2% | +406.1% |
| All | +37,071.2% | +25,523.2% | +11,547.9% | +11,453.4% |
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