+207.9%
ROL vs ADM
+158.6%
+49.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -3.4% | -0.1% | -3.4% | -3.4% |
| 30D | -6.9% | +11.0% | -18.0% | -9.2% |
| 3M | -24.6% | +6.0% | -30.6% | -25.8% |
| 6M | -39.5% | +26.9% | -66.5% | -43.2% |
| YTD | -41.1% | +50.0% | -91.1% | -46.9% |
| 1Y | -37.9% | +39.6% | -77.5% | -43.2% |
| 3Y | +0.8% | +18.5% | -17.7% | -5.6% |
| 5Y | -4.7% | +62.6% | -67.2% | -22.6% |
| 10Y | +207.9% | +162.4% | +45.5% | +94.0% |
| All | +207.9% | +158.6% | +49.2% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ADM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling