+316.8%
ADP vs ROL
+216.1%
+100.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | +3.2% | +9.5% | -6.3% | -0.6% |
| 30D | +14.9% | +22.9% | -8.0% | +5.5% |
| 3M | +11.6% | +3.5% | +8.1% | +9.7% |
| 6M | +48.5% | -29.4% | +77.8% | +70.0% |
| YTD | +20.6% | -36.1% | +56.6% | +43.1% |
| 1Y | +23.7% | -34.4% | +58.0% | +45.1% |
| 3Y | +47.8% | +4.0% | +43.8% | +40.5% |
| 5Y | +47.7% | +13.2% | +34.5% | +31.4% |
| All | +316.8% | +216.1% | +100.7% | +135.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling