+217.3%
ROL vs ADM
+127.4%
+89.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | +20.6% | -11.8% | +32.4% | +23.8% |
| 3M | +4.5% | -11.3% | +15.8% | +7.0% |
| 6M | -26.5% | -10.0% | -16.5% | -25.2% |
| YTD | -34.8% | +25.9% | -60.7% | -39.1% |
| 1Y | -33.2% | +26.7% | -59.8% | -37.7% |
| 3Y | +4.5% | +8.1% | -3.7% | -1.2% |
| 5Y | +15.5% | +23.5% | -8.0% | +0.8% |
| All | +217.3% | +127.4% | +89.9% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling