-34.1%
ROL vs ADM
+27.8%
-61.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -1.7% | +0.7% | -2.4% | -1.7% |
| 30D | +18.5% | -14.7% | +33.2% | +19.1% |
| 3M | +4.3% | -10.4% | +14.8% | +4.6% |
| 6M | -27.7% | -10.9% | -16.8% | -27.4% |
| YTD | -35.8% | +26.0% | -61.8% | -38.0% |
| 1Y | -34.1% | +26.5% | -60.6% | -36.3% |
| All | -34.1% | +27.8% | -61.9% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling