+318.8%
ADP vs ROL
+214.5%
+104.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.9% | +0.8% | +0.2% | +0.6% |
| 30D | +11.9% | +20.6% | -8.7% | +3.5% |
| 3M | +13.7% | +4.5% | +9.2% | +11.3% |
| 6M | +46.8% | -26.5% | +73.3% | +65.3% |
| YTD | +21.8% | -34.8% | +56.6% | +43.4% |
| 1Y | +23.5% | -33.2% | +56.7% | +43.9% |
| 3Y | +44.1% | +4.5% | +39.6% | +36.7% |
| 5Y | +49.9% | +15.5% | +34.3% | +32.2% |
| 10Y | +318.8% | +217.2% | +101.5% | +130.7% |
| All | +318.8% | +214.5% | +104.3% | +130.7% |
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